Regression analysis for a semiparametric model with panel data

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. In this paper, we consider a semiparametric model to analyse such panel data. The model specifies that the mean of the response variable at each time point is the sum of the baseline mean function and the regression function of time-dependent covariates. Simple procedures for regression parameters are proposed without involving any nonparametric function estimation for the nuisance mean function. Extensive simulation studies are used to show that our estimators perform well in finite samples.