Inferences for a semiparametric model with panel data

In a longitudinal study, suppose that, for each subject, repeated measureme nts of the response variable and covariates are collected at a set of disti nct, irregularly spaced time points. We consider a semiparametric model whi ch relates the mean of the response variable at each time point proportiona lly to a function of a time-dependent covariate vector to analyse such pane l data. Inference procedures for regression parameters are proposed without involving any nonparametric function estimation for the nuisance mean func tion. A dataset from a recent AIDS clinical trial is used to illustate the new proposal.