| 纵向数据半参数回归模型的估计方法 |
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| 引用本文： | 王芬玲,樊明智. 纵向数据半参数回归模型的估计方法[J]. 数理统计与管理, 2007, 26(6): 992-998 |
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| 作者姓名： | 王芬玲 樊明智 |
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| 作者单位： | 许昌学院数学系,河南,许昌,461000;许昌学院数学系,河南,许昌,461000 |
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| 基金项目： | 国家自然科学基金;河南省自然科学基金 |
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| 摘 要： | 本文考虑纵向数据半参数回归模型,通过考虑纵向数据的协方差结构,基于Profile最小二乘法和局部线性拟合的方法建立了模型中参数分量、回归函数和误差方差的估计量,来提高估计的有效性,在适当条件下给出了这些估计量的相合性.并通过模拟研究将该方法与最小二乘局部线性拟合估计方法进行了比较,表明了Profile最小二乘局部线性拟合方法在有限样本情况下具有良好的性质.
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| 关 键 词： | 纵向数据 半参数回归模型 Profile加权最小二乘估计 相合性. |
| 文章编号： | 1002-1566（2007）06-0992-07 |
| 收稿时间： | 2006-06-20 |
| 修稿时间： | 2006-06-20 |
Estimation Method in Semiparametric Regression Model for Longitudinal Data |
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| WANG Fen-ling,FAN Ming-zhi. Estimation Method in Semiparametric Regression Model for Longitudinal Data[J]. Application of Statistics and Management, 2007, 26(6): 992-998 |
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| Authors: | WANG Fen-ling FAN Ming-zhi |
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| Abstract: | In this paper,we study the semiparametric regression model for longitudinal data.Through considering the covariance structure of longitudinal data and using the profile least squares local linear fitting method to improve the efficiency of the estimators,we obtain the estimators of parametric component,nonparametric function and error variance.Under the suitable conditions we give their consistency and compare this method with the least squares local linear fitting method through a Monte Carlo simulation studies which illustrates the mothed has good properties under the finite-sample condition. |
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| Keywords: | longitudinal data semiparametric regression model Profile weighted least square estimate consistency. |
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