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Robust Inference for Time Varying Coefficient Models with Longitudinal Data

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Figure

Table 1. MADEs under the errors (A1) and (A3) for Example 1.
Figure 1. Estimated curves and widths of envelopes. Upper panel: results for the error in (A1); lower panel: results for the error in (A2)
Table 2. MADEs for Example 2.
Figure 2. Estimated curves and envelopes. Upper panel: estimated curves for β( )0 t along with its 95% confidence inter-vals based on the local M-estimation; solid—true curve, dashed—estimated curves
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