Regression analysis for a semiparametric model with panel data

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	Regression analysis for a semiparametric model with panel data
	Sun, LQ; Zhou, X
	2002-07-01
发表期刊	STATISTICS & PROBABILITY LETTERS
ISSN	0167-7152
卷号	58 期号:3 页码:309-317
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.
关键词	counting process repeated measurements panel studies time-dependent covariate semiparametric modelling
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000177319000009
出版者	ELSEVIER SCIENCE BV
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/17745
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.