Temporal process regression
时间过程回归
We consider regression for response and covariates which are temporal processes observed over intervals. A functional generalised linear model is proposed which includes extensions of standard models in multi‐state survival analysis. Simple nonparametric estimators of time‐indexed parameters are developed using ‘working independence’ estimating equations and are shown to be uniformly consistent and to converge weakly to Gaussian processes. The procedure does not require…