Recent literature on panel data emphasizes the importance of accounting for time-varying unobservable individual effects, which may stem from either omitted individual characteristics or macro-level shocks that affect each individual unit differently. In this paper, we propose a simple...

We consider robust testing on the regression parameter of a partially linear regression model, where missing responses are allowed. We derive the asymptotic behavior of the proposed test statistic under the null and contiguous alternatives. A numerical study is performed.

A tree-based algorithm for longitudinal regression analysis that aims to learn whether and how the effects of predictor variables depend on moderating variables is presented. The algorithm is based on multivariate generalized linear mixed models and it builds piecewise constant coefficient...

<Para ID="Par1">In this paper, we present a method for estimating the conditional distribution function of the model error. Given the covariates, the conditional mean function is modeled as a partial linear model, and the conditional distribution function of model error is modeled as a single-index model. To...</para>

<Para ID="Par1">Models with commutative orthogonal block structure, COBS, have orthogonal block structure, OBS, and their least square estimators for estimable vectors are, as it will be shown, best linear unbiased estimator, BLUE. Commutative Jordan algebras will be used to study the algebraic structure of the...</para>