Inferences for a semiparametric model with panel data

Abstract

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.