Estimation Method in a Semiparametric Regression Model for Longitudinal Data

摘要：

In this paper, we consider a semiparametric regression model for longitudinal data: yij = xijβ+g(xij_+eij.The estimations of the parametric and nonparametric components are obtained by using the least squares and nonparametric weight function method, the asymptotic normality of the estimators of the parametric component and the optimal convergence rate of the nonparameteic component are proved under the suitable conditions.

关键词： Longitudinal Data Semiparametric Regression Model Asymptotic Normality Optimal Convergence Rate

作者: TIAN Ping

作者单位: Department of Mathematics, Xuchang University, P.R.China, 461000

会议类型: 国际会议

会议名称: 2009 International Institute of Applied Statistics Studies(2009 国际应用统计学术研讨会)

会议地点: 青岛

会议语种:英文

页码: 1-6

在线出版日期: 2009-07-25（万方平台首次上网日期，不代表论文的发表时间）