2013 Fiscal Year Final Research Report
Improvement of confidence Interval for linear varying coefficients and its application to SEM
| Project/Area Number |
23700337
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| Research Category |
Grant-in-Aid for Young Scientists (B)
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| Allocation Type | Multi-year Fund |
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| Research Field |
Statistical science
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| Research Institution | Hiroshima University |
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Principal Investigator |
SATOH Kenichi 広島大学, 原爆放射線医科学研究所, 准教授 (30284219)
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| Project Period (FY) |
2011 – 2013
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| Keywords | 変化係数 / 同時信頼区間 |
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| Research Abstract |
Varying coefficients can be used for visualizations or interpretations of the covariate effects which might be varying on time axis. Satoh and Yanagihara (2010) proposed linear varying coefficients and constructed a simultaneous confidence interval as a function of time. Linear curve is useful to understand the scatter plot, but it might be not enough to approximate a non-linear curve especially when there are many observed time points. In this paper we consider a semiparametric varying coefficients with splines and estimate them on linear mixed effect model which proposed by Brumback et al. (1999), then we construct a simultaneous confidence interval.
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