Generalized Varying Coefficient Partially Linear Models For Clustered Data

摘要：

We are considering estimation in a generalized varying coefficient partially linear model for clustered data using generalized estimating equations.This article is proposing an EM algorithm technique to estimate the parametric component and the nonparametric coefficient function.From simulation we can see clearly that,in order to get the general consistent estimator of the parametric part,we need not undersmoothing the nonparametric part.Unlike other method in estimating the parameter and the nonoparametric coefficient function,the optimal bandwidth for the model is similar to nonparametric model,so the method of leaving-one-cluster-out cross-validation could be directly used in selecting bandwidth.

关键词： quasi-likelihood generalized estimating equation local linear estimation clustered data generalized varying coefficient

作者: Zhiqiang Li Liugen Xue

作者单位: College of Sciences,Beijing University of Chemical Technology,Beijing,100029,China College of Applied Sciences,Beijing University of Technology,Beijing,100022,China

会议类型: 国际会议

会议名称: 中国数学会生物数学分会第六届学术年会

会议地点: 山东泰安

会议语种:英文

页码: 865-868

在线出版日期: 2008-07-25（万方平台首次上网日期，不代表论文的发表时间）