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PubMed · 14969477

Using local correlation in kernel-based smoothers for dependent data.

Derick R Peterson·Hongwei Zhao·Sara Eapen
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Abstract

We consider the general problem of smoothing correlated data to estimate the nonparametric mean function when a random, but bounded, number of measurements is available for each independent subject. We propose a simple extension to the local polynomial regression smoother that retains the asymptotic properties of the working independence estimator, while typically reducing both the conditional bias and variance for practical sample sizes, as demonstrated by exact calculations for some particular models. We illustrate our method by smoothing longitudinal functional decline data for 100 patients with Huntington's disease. The class of local polynomial kernel-based estimating equations previously considered in the literature is shown to use the global correlation structure in an apparently detrimental way, which explains why some previous attempts to incorporate correlation were found to be asymptotically inferior to the working independence estimator.

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BiometryConfidence IntervalsDisease ProgressionHumansHuntington DiseaseLongitudinal StudiesModels, StatisticalRegression AnalysisTime FactorsJournal Article

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Derick R Peterson, Hongwei Zhao, Sara Eapen. 2003. Using local correlation in kernel-based smoothers for dependent data.. https://doi.org/10.1111/j.0006-341x.2003.00113.x

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