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作者:

Rong, Yaohua (Rong, Yaohua.) | Tang, Manlai (Tang, Manlai.) | Tian, Maozai (Tian, Maozai.)

收录:

EI Scopus SCIE

摘要:

In this article, we consider a generalized linear partially varying-coefficient model for longitudinal data analysis. A local quasi-likelihood method is proposed to estimate the constant-coefficient and varying-coefficient functions simultaneously based on the local polynomial kernel regression. The corresponding standard error estimates are derived. Large sample properties are investigated. The proposed methodologies are demonstrated by extensive simulation studies and a real example.

关键词:

62G09 Generalized estimating equations local polynomial kernel regression varying-coefficient models working correlation matrix

作者机构:

  • [ 1 ] [Rong, Yaohua]Beijing Univ Technol, Sch Appl Sci, Beijing, Peoples R China
  • [ 2 ] [Tang, Manlai]Hang Seng Management Coll, Dept Math & Stat, Shatin, Peoples R China
  • [ 3 ] [Tian, Maozai]Renmin Univ China, Sch Stat, Ctr Appl Stat, Beijing, Peoples R China
  • [ 4 ] [Tian, Maozai]Lanzhou Univ Finance & Econ, Sch Stat, Lanzhou, Gansu, Peoples R China
  • [ 5 ] [Tian, Maozai]Xinjing Univ Finance & Econ, Sch Stat & Informat, Xinjiang, Peoples R China

通讯作者信息:

  • [Tang, Manlai]Hang Seng Management Coll, Dept Math & Stat, Room D613,Block D, Siu Lek Yuen, Hong Kong, Peoples R China

电子邮件地址:

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相关关键词:

来源 :

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS

ISSN: 0361-0926

年份: 2017

期: 4

卷: 46

页码: 1983-2001

0 . 8 0 0

JCR@2022

ESI学科: MATHEMATICS;

ESI高被引阀值:39

中科院分区:4

被引次数:

WoS核心集被引频次: 1

SCOPUS被引频次: 1

ESI高被引论文在榜: 0 展开所有

万方被引频次:

中文被引频次:

近30日浏览量: 3

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