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Biometrika 2000 87(1):89-97; doi:10.1093/biomet/87.1.89
© 2000 by Biometrika Trust
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Inferences for a semiparametric model with panel data

SC ChengA1 and LJ WeiA2

A1 Department of Statistics, Texas A&M University, College Station, TX 77845, USA E-mail: scheng@stat.tamu.edu A2 Department of Biostatistics, Harvard University, Boston, MA 02115, USA E-mail: wei@biostat.harvard.edu

In a longitudinal study, suppose that, for each subject, repeated measurements of the response variable and covariates are collected at a set of distinct, irregularly spaced time points. We consider a semiparametric model which relates the mean of the response variable at each time point proportionally to a function of a time-dependent covariate vector to analyse such panel data. Inference procedures for regression parameters are proposed without involving any nonparametric function estimation for the nuisance mean function. A dataset from a recent AIDS clinical trial is used to illustrate the new proposal.

Key Words: Counting process; Repeated measurements; Stochastic process; Time-dependent covariate.


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