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Author:

Hu, Guozhi (Hu, Guozhi.) | Cheng, Weihu (Cheng, Weihu.) (Scholars:程维虎) | Zeng, Jie (Zeng, Jie.)

Indexed by:

EI Scopus SCIE

Abstract:

We study model selection and model averaging in varying-coefficient partially linear model with longitudinal data. The model is estimated by combining spline approximations and the generalized estimating equations. The corresponding linear coefficient estimators are shown to be asymptotically normal. Then we propose a focused information criterion and a frequentist model average estimator, and establish the asymptotic properties of the proposed estimators. Simulation studies show the proposed methods are superior to the existing ones even if the covariance structure is misspecified. The procedures are further applied to a real data case.

Keyword:

Generalized estimating equation Varying-coefficient partially linear model Focused information criterion Model averaging Longitudinal data

Author Community:

  • [ 1 ] [Hu, Guozhi]Beijing Univ Technol, Coll Appl Sci, Beijing, Peoples R China
  • [ 2 ] [Cheng, Weihu]Beijing Univ Technol, Coll Appl Sci, Beijing, Peoples R China
  • [ 3 ] [Zeng, Jie]Beijing Univ Technol, Coll Appl Sci, Beijing, Peoples R China
  • [ 4 ] [Hu, Guozhi]Hefei Normal Univ, Sch Math & Stat, Hefei, Anhui, Peoples R China
  • [ 5 ] [Zeng, Jie]Hefei Normal Univ, Sch Math & Stat, Hefei, Anhui, Peoples R China

Reprint Author's Address:

  • [Zeng, Jie]Beijing Univ Technol, Coll Appl Sci, Beijing, Peoples R China

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Source :

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION

ISSN: 0361-0918

Year: 2019

Issue: 8

Volume: 50

Page: 2399-2417

0 . 9 0 0

JCR@2022

ESI Discipline: MATHEMATICS;

ESI HC Threshold:54

Cited Count:

WoS CC Cited Count: 0

SCOPUS Cited Count:

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 0

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