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作者:

Hu, Guozhi (Hu, Guozhi.) | Cheng, Weihu (Cheng, Weihu.) (学者:程维虎) | Zeng, Jie (Zeng, Jie.)

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Scopus SCIE

摘要:

We study model selection and model averaging in varying-coefficient partially linear model with longitudinal data. The model is estimated by combining spline approximations and the generalized estimating equations. The corresponding linear coefficient estimators are shown to be asymptotically normal. Then we propose a focused information criterion and a frequentist model average estimator, and establish the asymptotic properties of the proposed estimators. Simulation studies show the proposed methods are superior to the existing ones even if the covariance structure is misspecified. The procedures are further applied to a real data case.

关键词:

Focused information criterion Generalized estimating equation Longitudinal data Model averaging Varying-coefficient partially linear model

作者机构:

  • [ 1 ] [Hu, Guozhi]Beijing Univ Technol, Coll Appl Sci, Beijing, Peoples R China
  • [ 2 ] [Cheng, Weihu]Beijing Univ Technol, Coll Appl Sci, Beijing, Peoples R China
  • [ 3 ] [Zeng, Jie]Beijing Univ Technol, Coll Appl Sci, Beijing, Peoples R China
  • [ 4 ] [Hu, Guozhi]Hefei Normal Univ, Sch Math & Stat, Hefei, Anhui, Peoples R China
  • [ 5 ] [Zeng, Jie]Hefei Normal Univ, Sch Math & Stat, Hefei, Anhui, Peoples R China

通讯作者信息:

  • [Zeng, Jie]Beijing Univ Technol, Coll Appl Sci, Beijing, Peoples R China

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来源 :

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION

ISSN: 0361-0918

年份: 2019

期: 8

卷: 50

页码: 2399-2417

0 . 9 0 0

JCR@2022

ESI学科: MATHEMATICS;

ESI高被引阀值:25

被引次数:

WoS核心集被引频次: 0

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ESI高被引论文在榜: 0 展开所有

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