Marginal nonparametric kernel regression accounting for within-subject correlation
考虑个体内相关性的边际非参数核回归
There has been substantial recent interest in non‐ and semiparametric methods for longitudinal or clustered data with dependence within clusters. It has been shown rather inexplicably that, when standard kernel smoothing methods are used in a natural way, higher efficiency is obtained by assuming independence than by using the true correlation structure. It is shown here that this result is a natural consequence of how standard kernel methods incorporate the within‐subject…