Penalized quadratic inference functions for semiparametric varying coefficient partially linear models with longitudinal data
نویسندگان
چکیده
منابع مشابه
Quadratic inference functions for varying-coefficient models with longitudinal data.
Nonparametric smoothing methods are used to model longitudinal data, but the challenge remains to incorporate correlation into nonparametric estimation procedures. In this article, we propose an efficient estimation procedure for varying-coefficient models for longitudinal data. The proposed procedure can easily take into account correlation within subjects and deal directly with both continuou...
متن کاملStatistical Inference for Semiparametric Varying-coefficient Partially Linear Models with Error-prone Linear Covariates
We study semiparametric varying-coefficient partially linear models when some linear covariates are not observed, but ancillary variables are available. Semiparametric profile least-square based estimation procedures are developed for parametric and nonparametric components after we calibrate the error-prone covariates. Asymptotic properties of the proposed estimators are established. We also p...
متن کاملQuadratic inference functions for partially linear single-index models with longitudinal data
AMS 2000 subject classifications: 62G05 62G10 62G20 Keywords: Bias correction Generalized likelihood ratio Longitudinal data Partially linear single-index models QIF a b s t r a c t In this paper, we consider the partially linear single-index models with longitudinal data. We propose the bias-corrected quadratic inference function (QIF) method to estimate the parameters in the model by accounti...
متن کاملRobust Inference for Time-Varying Coefficient Models with Longitudinal Data
Time-varying coefficient models are useful in longitudinal data analysis. Various efforts have been invested for the estimation of the coefficient functions, based on the least squares principle. Related work includes smoothing spline and kernel methods among others, but these methods suffer from the shortcoming of non-robustness. In this paper, we introduce a local M-estimation method for esti...
متن کاملPenalized quadratic inference functions for single-index models with longitudinal data
In this paper, we focus on single-index models for longitudinal data. We propose a procedure to estimate the single-index component and the unknown link function based on the combination of the penalized splines and quadratic inference functions. It is shown that the proposed estimation method has good asymptotic properties. We also evaluate the finite sample performance of the proposed method ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2014
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2014.07.015