| 纵向数据下半参数混合效应模型的估计 |
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| 引用本文： | 刘强.纵向数据下半参数混合效应模型的估计[J].应用概率统计,2010,26(4):411-418. |
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| 作者姓名： | 刘强 |
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| 作者单位： | 首都经济贸易大学统计学院,北京,100070 |
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| 基金项目： | 首都经济贸易大学科研重点立项，北京市属高等学校人才强教计划资助项目--中青年骨干人才培养计划资助 |
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| 摘 要： | 考虑纵向数据下一类半参数混合效应模型.应用核权函数法以及矩估计法给出了总体效应和个体效应的估计.在一般的条件下,证明了总体效应估计的渐近正态性,并给出该估计的置信区域.对总体效应和个体效应的估计进行了模拟研究,模拟显示估计效果较好.
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| 关 键 词： | 混合效应 纵向数据 渐近正态性. |
Estimation for Semiparametric Mixed-Effects Model with Longitudinal Data |
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| LIU QIANG.Estimation for Semiparametric Mixed-Effects Model with Longitudinal Data[J].Chinese Journal of Applied Probability and Statisties,2010,26(4):411-418. |
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| Authors: | LIU QIANG |
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| Institution: | Capital Universityof Economics and Business |
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| Abstract: | In this paper, we consider the semiparametric
mixed-effects model under longitudinal data. We use kernel weight
function method and moment method to construct the estimators of
fixed effects and individual effects. Asymptotic normality of the
estimators are investigated, and the confidence region of the
estimators of fixed effects is constructed. The simulations are
reported for illustration, and the results are encouraging. |
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