148
Views
14
CrossRef citations to date
0
Altmetric
Original Articles

Optimal zone for bandwidth selection in semiparametric models

, &
Pages 701-717 | Received 30 Mar 2010, Accepted 18 Oct 2010, Published online: 01 Sep 2011

References

  • Cleary , P. and Guy , W. 1977 . Factor Analysis of the Hamilton Depression Scale . Drugs Under Experimental and Clinical Research , 1 : 115 – 120 .
  • Fan , J. and Gijbels , I. 1996 . Local Polynomial Modeling and Its Applications , London : Chapman and Hall .
  • Fan , J. and Huang , T. 2005 . Profile Likelihood Inferences on Semi-parametric Varying-coefficient Partially Linear Models . Bernoulli , 11 : 1031 – 1057 .
  • Fan , J. and Zhang , W. 1999 . Statistical Estimation in Varying Coefficient Models . Annals of Statistics , 27 : 1491 – 1518 .
  • Fan , J. and Zhang , W. 2000 . Simultaneous Confidence Bands and Hypothesis Testing in Varying-coefficient Models . Scandinavian Journal of Statistics , 27 : 715 – 731 .
  • Fan , J. , Huang , T. and Li , R. 2007 . Analysis of Longitudinal Data with Semi-parametric Estimation of Covariance Function . Journal of the American Statistical Association , 102 : 632 – 641 .
  • Fava , M. , Alpert , J. E. , Carmin , C. N. , Wisniewski , S. R. , Trivedi , M. H. , Biggs , M. M. , Schwartz , T. , Balasubramani , G. K. and Rush , A. J. 2004 . Clinical Correlates and Symptom Patterns of Anxious Depression among Patients with Major Depressive Disorder in STAR*D . Psychological Medicine , 34 : 1299 – 1308 .
  • Fava , M. , Rush , A. J. , Alpert , J. E. , Carmin , C. N. , Balasubramani , G. K. , Wisniewski , S. R. , Trivedi , M. H. , Biggs , M. M. and Shore-Wilson , K. 2006 . What Clinical and Symptom Features and Comorbid Disorders Characterize Outpatients with Anxious Major Depressive Disorder: A Replication and Extension . Canadian Journal of Psychiatry , 51 : 823 – 835 .
  • Hastie , T. , Tibshirani , R. and Friedman , J. H. 2009 . The Elements of Statistical Learning , New York : Springer .
  • Kuk , Y. C.A. , Li , J. and Rush , J. A. 2010 . Recursive Subsetting to Identify Patients in the STAR*D: A Method to Enhance the Accuracy of Early Prediction of Treatment Outcome and to Inform Personalized Care . Journal of Clinical Psychiatry , 71 : 1502 – 1508 .
  • Li , J. 2009 . Semiparametric Residuals and Analysis for a Scleroderma Clinical Trial . Communications in Statistics. Theory and Methods , 38 : 3339 – 3350 .
  • Li , J. and Wong , W. K. 2009 . A Semi-parametric Analysis for Identifying Scleroderma Patients Responsive to an Anti-fibrotic Agent . Contemporary Clinical Trials , 30 : 105 – 113 .
  • Li , J. and Wong , W. K. 2010 . Selection of Covariance Patterns for Longitudinal Data in Semi-parametric Models . Statistical Methods in Medical Research , 19 : 183 – 196 .
  • Li , J. and Zhang , W. 2011 . A Semiparametric Threshold Model for Censored Longitudinal Data Analysis . Journal of the American Statistical Association , accepted. DOI: 10.1198/jasa.2011.tm10592
  • Linn , B. S. , Lin , M. W. and Gurel , L. 1968 . Cumulative Illness Rating Scale . Journal of the American Geriatrics Society , 16 : 622 – 626 .
  • Miller , M. D. , Paradis , C. F. , Houck , P. R. , Mazumdar , S. , Stack , J. A. , Rifai , A. H. , Mulsant , B. and Reynolds , C. F. III . 1992 . Rating Chronic Medical Illness Burden in Geropsychiatric Practice and Research: Application of the Cumulative Illness Rating Scale . Psychiatry Research , 41 : 237 – 248 .
  • Postlethwaite , A. E. , Wong , W. K. , Clements , P. , Chatterjee , S. , Fessler , B. J. , Kang , A. H. , Korn , J. , Mayes , M. , Merkel , P. A. , Molitor , J. , Moreland , L. , Rothfield , N. , Simms , R. W. , Smith , E. A. , Spiera , R. , Steen , V. , Warrington , K. , White , B. , Wigley , F. and Furst , D. E. 2008 . Oral Collagen I (CI) in Diffuse Systemic Sclerosis (SSc), I. Oral CI does not Improve Skin in all Patients but may Improve Skin in Late Disease . Arthritis and Rheumatism , 58 : 1810 – 1822 .
  • Rao , C. R. and Toutenburg , H. 1999 . Linear Models: Least Squares and Alternatives , 2 , New York : Springer .
  • Ruppert , D. , Wand , M. P. and Carol , R. J. 2003 . Semiparametric Regression , Cambridge, , UK : Cambridge University Press .
  • Rush , A. J. , Carmody , T. J. and Reimitz , P. E. 2000 . The Inventory of Depressive Symptomatology (IDS), Clinician (IDS-C) and Self-report (IDS-SR) Ratings of Depressive Symptoms . International Journal of Methods in Psychiatric Research , 9 : 45 – 59 .
  • Rush , A. J. , Trivedi , M. H. , Ibrahim , H. M. , Carmody , T. J. , Arnow , B. , Klein , D. N. , Markowitz , J. C. , Ninan , P. T. , Kornstein , S. , Manber , R. , Thase , M. E. , Kocsis , J. H. and Keller , M. B. 2003 . The 16-Item Quick Inventory of Depressive Symptomatology (QIDS), Clinician Rating (QIDS-C), and Self-report (QIDS-SR), A Psychometric Evaluation in Patients with Chronic Major Depression . Biological Psychiatry , 54 : 573 – 583 .
  • Sun , Y. , Zhang , W. and Tong , H. 2007 . Estimation of the Covariance Matrix of Random Effects in Longitudinal Studies . The Annals of Statistics , 35 : 2795 – 2814 .
  • van Der Vaart , A. W. 1999 . Asymptotic Statistics , Cambridge, , UK : Cambridge University Press .
  • Xia , Y. and Hardler , W. K. 2003 . “ Optimal Smoothing for a Computationally and Statistically Efficient Single Index Estimator ” . Unpublished technical report
  • Xia , Y. , Zhang , W. and Tong , H. 2004 . Efficient Estimation for Semivarying-coefficient Models . Biometrika , 91 : 661 – 681 .
  • Zhang , W. and Lee , S. Y. 2000 . Variable Bandwidth Selection in Varying-coefficient Models . Journal of Multivariate Analysis , 74 : 116 – 134 .
  • Zhang , W. , Lee , S. Y. and Song , X. Y. 2002 . Local Polynomial Fitting in Semivarying Coefficient Model . Journal of Multivariate Analysis , 82 : 166 – 188 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.