中国科学院机构知识库网格
Chinese Academy of Sciences Institutional Repositories Grid
Regression analysis for a semiparametric model with panel data

文献类型:期刊论文

作者Sun, LQ; Zhou, X
刊名STATISTICS & PROBABILITY LETTERS
出版日期2002-07-01
卷号58期号:3页码:309-317
关键词counting process repeated measurements panel studies time-dependent covariate semiparametric modelling
ISSN号0167-7152
英文摘要In a longitudinal study, suppose that for each subject, repeated measurements of the response variable and covariates are collected at a set of distinct, irregularly spaced time points. In this paper, we consider a semiparametric model to analyse such panel data. The model specifies that the mean of the response variable at each time point is the sum of the baseline mean function and the regression function of time-dependent covariates. Simple procedures for regression parameters are proposed without involving any nonparametric function estimation for the nuisance mean function. Extensive simulation studies are used to show that our estimators perform welt in finite samples. (C) 2002 Elsevier Science B.V. All rights reserved.
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000177319000009
出版者ELSEVIER SCIENCE BV
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/17744]  
专题应用数学研究所
作者单位1.Acad Sinica, Inst Appl Math, Beijing 100080, Peoples R China
2.Hong Kong Polytech Univ, Dept Appl Math, Hong Kong, Hong Kong, Peoples R China
推荐引用方式
GB/T 7714
Sun, LQ,Zhou, X. Regression analysis for a semiparametric model with panel data[J]. STATISTICS & PROBABILITY LETTERS,2002,58(3):309-317.
APA Sun, LQ,&Zhou, X.(2002).Regression analysis for a semiparametric model with panel data.STATISTICS & PROBABILITY LETTERS,58(3),309-317.
MLA Sun, LQ,et al."Regression analysis for a semiparametric model with panel data".STATISTICS & PROBABILITY LETTERS 58.3(2002):309-317.

入库方式: OAI收割

来源:数学与系统科学研究院

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