Network-adaptive robust penalized estimation of time-varying coefficient models with longitudinal data
Fang K, Fan X, Ma S, Zhang Q. Network-adaptive robust penalized estimation of time-varying coefficient models with longitudinal data. Journal Of Statistical Computation And Simulation 2022, 92: 3045-3065. DOI: 10.1080/00949655.2022.2055758.Peer-Reviewed Original ResearchTime-varying coefficient modelsLikelihood-based estimationPenalization approachCoefficient modelStatistical modelPractical problemsNovel penaltyConsistency propertiesPractical performanceLoss functionNumerical studyLongitudinal dataEstimationNetwork structureNetwork connectivityConnection measuresModelData analysisRobustnessSimulationsInterconnectionProblemCovariatesField