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作者:

Li, Wanbin (Li, Wanbin.) | Xue, Liugen (Xue, Liugen.) (学者:薛留根)

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EI Scopus SCIE

摘要:

In this article, we study the statistical inference for the generalized partially linear model with random effect. We develop the traditional models that can model generalized longitudinal data and treat categorical data as continuous data by using some transformations. We propose a class of semiparametric estimators for the parametric and variance components. The proposed estimators are data adaptive, which does not require any assumption of working likelihood for the random component or model error. We prove that the resulting estimators for the parametric component are consistent and asymptotic normal, but also remain semiparametrically efficient. The asymptotic normality is established for the proposed estimator of variance component. Moreover, we also propose an estimator for the nonparametric component by using the local linear smoother and present their asymptotic normality. Finite sample performance of the proposed procedures is evaluated by Monte Carlo simulation studies. We further illustrate the proposed procedure by an application.

关键词:

Generalized estimation equation Profile estimator Random effect Variance component Generalized partially linear model

作者机构:

  • [ 1 ] [Li, Wanbin]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 2 ] [Xue, Liugen]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 3 ] [Li, Wanbin]Yancheng Teachers Univ, Dept Math, Yancheng, Jiangsu, Peoples R China

通讯作者信息:

  • [Li, Wanbin]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China

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来源 :

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS

ISSN: 0361-0926

年份: 2015

期: 2

卷: 44

页码: 241-260

0 . 8 0 0

JCR@2022

ESI学科: MATHEMATICS;

ESI高被引阀值:82

JCR分区:4

中科院分区:4

被引次数:

WoS核心集被引频次: 4

SCOPUS被引频次: 5

ESI高被引论文在榜: 0 展开所有

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