Penalized spline estimation for panel count data model with time-varying coefficients

We consider a panel count data model with both time-varying and time-invariant coefficients. We estimate the baseline function and the time-varying coefficients using penalized splines based on the pseudolikelihood method. We evaluate the performance of three efficient Newton–Rapshon-based algorithm...

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Veröffentlicht in:	Computational statistics 2021-12, Vol.36 (4), p.2413-2434
Hauptverfasser:	Qin, Fei, Yu, Zhangsheng
Format:	Artikel
Sprache:	eng
Schlagworte:	Adaptive algorithms Algorithms Coefficients Data models Economic Theory/Quantitative Economics/Mathematical Methods Mathematical models Mathematics and Statistics Original Paper Performance evaluation Probability and Statistics in Computer Science Probability Theory and Stochastic Processes Spline functions Statistics
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