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Author:

Lai, Peng (Lai, Peng.) | Li, Gaorong (Li, Gaorong.) (Scholars:李高荣) | Lian, Heng (Lian, Heng.)

Indexed by:

Scopus SCIE

Abstract:

In this paper, we consider the partially linear single-index models with longitudinal data. We propose the bias-corrected quadratic inference function (QIF) method to estimate the parameters in the model by accounting for the within-subject correlation. Asymptotic properties for the proposed estimation methods are demonstrated. A generalized likelihood ratio test is established to test the linearity of the nonparametric part. Under the null hypotheses, the test statistic follows asymptotically a chi(2) distribution. We also evaluate the finite sample performance of the proposed methods via Monte Carlo simulation studies and a real data analysis. (C) 2013 Elsevier Inc. All rights reserved.

Keyword:

Bias correction Generalized likelihood ratio Partially linear single-index models QIF Longitudinal data

Author Community:

  • [ 1 ] [Lai, Peng]Nanjing Univ Informat Sci & Technol, Sch Math & Stat, Nanjing 210044, Jiangsu, Peoples R China
  • [ 2 ] [Li, Gaorong]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 3 ] [Lian, Heng]Nanyang Technol Univ, Div Math Sci, SPMS, Singapore 637371, Singapore

Reprint Author's Address:

  • [Lai, Peng]Nanjing Univ Informat Sci & Technol, Sch Math & Stat, Nanjing 210044, Jiangsu, Peoples R China

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Source :

JOURNAL OF MULTIVARIATE ANALYSIS

ISSN: 0047-259X

Year: 2013

Volume: 118

Page: 115-127

1 . 6 0 0

JCR@2022

ESI Discipline: MATHEMATICS;

JCR Journal Grade:2

CAS Journal Grade:3

Cited Count:

WoS CC Cited Count: 22

SCOPUS Cited Count: 23

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 6

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