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作者:

Lai, Peng (Lai, Peng.) | Li, Gaorong (Li, Gaorong.) (学者:李高荣) | Lian, Heng (Lian, Heng.)

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Scopus SCIE

摘要:

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 accounting for the within-subject correlation. Asymptotic properties for the proposed estimation methods are demonstrated. A generalized likelihood ratio test is established to test the linearity of the nonparametric part. Under the null hypotheses, the test statistic follows asymptotically a chi(2) distribution. We also evaluate the finite sample performance of the proposed methods via Monte Carlo simulation studies and a real data analysis. (C) 2013 Elsevier Inc. All rights reserved.

关键词:

Bias correction Generalized likelihood ratio Longitudinal data Partially linear single-index models QIF

作者机构:

  • [ 1 ] [Lai, Peng]Nanjing Univ Informat Sci & Technol, Sch Math & Stat, Nanjing 210044, Jiangsu, Peoples R China
  • [ 2 ] [Li, Gaorong]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 3 ] [Lian, Heng]Nanyang Technol Univ, Div Math Sci, SPMS, Singapore 637371, Singapore

通讯作者信息:

  • [Lai, Peng]Nanjing Univ Informat Sci & Technol, Sch Math & Stat, Nanjing 210044, Jiangsu, Peoples R China

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来源 :

JOURNAL OF MULTIVARIATE ANALYSIS

ISSN: 0047-259X

年份: 2013

卷: 118

页码: 115-127

1 . 6 0 0

JCR@2022

ESI学科: MATHEMATICS;

ESI高被引阀值:64

JCR分区:2

中科院分区:3

被引次数:

WoS核心集被引频次: 22

SCOPUS被引频次: 23

ESI高被引论文在榜: 0 展开所有

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中文被引频次:

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