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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.
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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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