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作者:

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

收录:

CPCI-S

摘要:

This article considers the estimation for the partially linear varying coefficient model with random effect. This article proposes to use the estimators for the variance component and profile weighted semi-parametric least squares (WSLSE) techniques to estimate the parametric component efficiently and to establish its efficiency and asymptotic properties. The proposed estimator is proved to be more efficient than that naive estimation with working independence error structure. Some Monte Carlo simulations are conducted to examine the finite sample performance. Moreover, from the empirical study, the newly proposed procedure performs well in moderate-sized samples.

关键词:

efficient estimation longitudinal data random effect

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

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 :

INFORMATION COMPUTING AND APPLICATIONS, ICICA 2013, PT I

ISSN: 1865-0929

年份: 2013

卷: 391

页码: 573-583

语种: 英文

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