Two-stage estimation for seemingly unrelated nonparametric regression models

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	Two-stage estimation for seemingly unrelated nonparametric regression models
	You, Jinhong 1; Xie, Shangyu 2; Zhou, Yong2
	2007-12-01
发表期刊	JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY
ISSN	1009-6124
卷号	20 期号:4 页码:509-520
摘要	This paper is concerned with the estimating problem of seemingly unrelated (SU) non-parametric regression models. The authors propose a new method to estimate the unknown functions, which is an extension of the two-stage procedure in the longitudinal data framework. The authors show the resulted estimators are asymptotically normal and more efficient than those based on only the individual regression equation. Some simulation studies are given in support of the asymptotic results. A real data from an ongoing environmental epidemiologic study are used to illustrate the proposed procedure.
关键词	asymptotic normality nonparametric model seemingly unrelated regression two-stage estimation
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics, Interdisciplinary Applications
WOS记录号	WOS:000255240600005
出版者	SPRINGER
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/5250
专题	应用数学研究所
通讯作者	You, Jinhong
作者单位	1.Univ N Carolina, Dept Biostat, Chapel Hill, NC 27599 USA 2.Chinese Acad Sci, Inst Appl Math, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	You, Jinhong,Xie, Shangyu,Zhou, Yong. Two-stage estimation for seemingly unrelated nonparametric regression models[J]. JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,2007,20(4):509-520.
APA	You, Jinhong,Xie, Shangyu,&Zhou, Yong.(2007).Two-stage estimation for seemingly unrelated nonparametric regression models.JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,20(4),509-520.
MLA	You, Jinhong,et al."Two-stage estimation for seemingly unrelated nonparametric regression models".JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY 20.4(2007):509-520.