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Author:

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

Indexed by:

EI Scopus SCIE

Abstract:

In this article, we study the statistical inference for the generalized partially linear model with random effect. We develop the traditional models that can model generalized longitudinal data and treat categorical data as continuous data by using some transformations. We propose a class of semiparametric estimators for the parametric and variance components. The proposed estimators are data adaptive, which does not require any assumption of working likelihood for the random component or model error. We prove that the resulting estimators for the parametric component are consistent and asymptotic normal, but also remain semiparametrically efficient. The asymptotic normality is established for the proposed estimator of variance component. Moreover, we also propose an estimator for the nonparametric component by using the local linear smoother and present their asymptotic normality. Finite sample performance of the proposed procedures is evaluated by Monte Carlo simulation studies. We further illustrate the proposed procedure by an application.

Keyword:

Generalized estimation equation Profile estimator Random effect Variance component Generalized partially linear model

Author Community:

  • [ 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
  • [ 3 ] [Li, Wanbin]Yancheng Teachers Univ, Dept Math, Yancheng, Jiangsu, Peoples R China

Reprint Author's Address:

  • [Li, Wanbin]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China

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Source :

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS

ISSN: 0361-0926

Year: 2015

Issue: 2

Volume: 44

Page: 241-260

0 . 8 0 0

JCR@2022

ESI Discipline: MATHEMATICS;

ESI HC Threshold:82

JCR Journal Grade:4

CAS Journal Grade:4

Cited Count:

WoS CC Cited Count: 5

SCOPUS Cited Count: 5

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 2

Affiliated Colleges:

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