Modeling longitudinal data with ordinal response by varying coefficients

Kauermann, Göran (1999): Modeling longitudinal data with ordinal response by varying coefficients. Sonderforschungsbereich 386, Discussion Paper 144

Abstract

The paper presents a smooth regression model for ordinal data with longitudinal dependence structure. A marginal model with cumulative logit link (McCullagh 1980) is applied to cope for the ordinal scale and the main and covariate effects in the model are allowed to vary with time. Local fitting is pursued and asymptotic properties of the estimates are discussed. A data example demonstrates the exploratory flavor of the smooth model. In a second step, the longitudinal dependence of the observations is considered. Cumulative log odds ratios are fitted locally which provides insight how the dependence of the ordinal observations changes with time.

• Dokumententyp: Paper
• Keywords: Kernel smoothing, local estimating equations, longitudinal data, marginal model, ordinal data, varying coefficient models
• Fakultät: Mathematik, Informatik und Statistik > Statistik > Sonderforschungsbereich 386 ; Sonderforschungsbereiche > Sonderforschungsbereich 386
• Themengebiete: 500 Naturwissenschaften und Mathematik > 510 Mathematik
• Sprache: Englisch