A kernel regression model for panel count data with nonparametric covariate functions.

Abstract

The local kernel pseudo-partial likelihood is employed for estimation in a panel count model with nonparametric covariate functions. An estimator of the derivative of the nonparametric covariate function is derived first, and the nonparametric function estimator is then obtained by integrating the derivative estimator. Uniform consistency rates and pointwise asymptotic normality are obtained for the local derivative estimator under some regularity conditions. Moreover, the baseline function estimator is shown to be uniformly consistent. Demonstration of the asymptotic results strongly relies on the modern empirical theory, which generally does not require the Poisson assumption. Simulation studies also illustrate that the local derivative estimator performs well in a finite-sample regardless of whether the Poisson assumption holds. We also implement the proposed methodology to analyze a clinical study on childhoodwheezing.