Regression analysis for a semiparametric model with panel data
文献类型:期刊论文
作者 | Sun, LQ![]() |
刊名 | STATISTICS & PROBABILITY LETTERS
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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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