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| 引用本文： | ����,�����. �������Ի��ЧӦģ�͵���Ч����[J]. 应用概率统计, 2017, 33(5): 529-537. DOI: 10.3969/j.issn.1001-4268.2017.05.009 |
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| 作者姓名： | ���� ����� |
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| 作者单位： | ???????????????, ???????????? |
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| 摘 要： |
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| 关 键 词： | ???????? B~???????? ???Ч???? ??????????? ?????С??????? |
Efficient Estimation for the Partially Linear Models with Random Effects |
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| QUE Ye,HUANG ZhenSheng. Efficient Estimation for the Partially Linear Models with Random Effects[J]. Chinese Journal of Applied Probability and Statisties, 2017, 33(5): 529-537. DOI: 10.3969/j.issn.1001-4268.2017.05.009 |
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| Authors: | QUE Ye HUANG ZhenSheng |
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| Affiliation: | School of Finance, Huainan Normal University,School of Science, Nanjing University of Science and Technology |
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| Abstract: | In this paper an efficient estimation methodology for the partially linear models with random effects is proposed. For this, we use the generalized least square estimate (GLSE) and the B-splines methods to estimate the unknowns, and employ the penalized least square method to obtain the estimators of the random effects item. Further, we also consider the estimation for the variance components. Compared with the existing methods, our proposed methodology performs well. The asymptotic properties of the estimators are obtained. A simulation study is carried out to assess the performance of our proposed methodology. |
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| Keywords: | asymptotic properties B-splines method mixed-effects models partially linear models penalized least square method |
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