Improving variance function estimation in semiparametric longitudinal data analysis

被引：3

作者：

Leng, Chenlei ^{[1
]}

Tang, Cheng Yong ^{[1
]}

机构：

[1] Natl Univ Singapore, Dept Stat & Appl Probabil, Singapore 117546, Singapore

来源：

CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE | 2011年 / 39卷 / 04期

关键词：

Asymptotic relative efficiency; local linear estimator; longitudinal data analysis; variance function estimation; MSC 2010: Primary 62G08; secondary; 62G05; REGRESSION; MODELS;

D O I：

10.1002/cjs.10129

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We propose an efficient and robust method for variance function estimation in semiparametric longitudinal data analysis. The method utilizes a local log-linear approximation for the variance function and adopts a generalized estimating equation approach to account for within subject correlations. We show theoretically and empirically that our method outperforms estimators using working independence that ignores the correlations. The Canadian Journal of Statistics 39: 656670; 2011. (c) 2011 Statistical Society of Canada

引用

页码：656 / 670

页数：15

共 50 条

[1] Analysis of longitudinal data with semiparametric estimation of covariance function
Fan, Jianqing
Huang, Tao
Li, Runze
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2007, 102 (478) : 632 - 641
[2] On Variance Components in Semiparametric Mixed Models for Longitudinal Data
Li, Zaixing
Zhu, Lixing
SCANDINAVIAN JOURNAL OF STATISTICS, 2010, 37 (03) : 442 - 457
[3] Variance estimation in the analysis of clustered longitudinal survey data
Skinner, Chris
Vieira, Marcel de Toledo
SURVEY METHODOLOGY, 2007, 33 (01) : 3 - 12
[4] Efficient semiparametric regression for longitudinal data with regularised estimation of error covariance function
Jia, Shengji
Zhang, Chunming
Wu, Hulin
JOURNAL OF NONPARAMETRIC STATISTICS, 2019, 31 (04) : 867 - 886
[5] Semiparametric Estimation of Covariance Matrixes for Longitudinal Data
Fan, Jianqing
Wu, Yichao
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2008, 103 (484) : 1520 - 1533
[6] Estimation of semiparametric regression model with longitudinal data
Yanqing Sun
Lifetime Data Analysis, 2010, 16 : 271 - 298
[7] Estimation of semiparametric regression model with longitudinal data
Sun, Yanqing
LIFETIME DATA ANALYSIS, 2010, 16 (02) : 271 - 298
[8] Improving semiparametric estimation by using surrogate data
Chen, Song Xi
Leung, Denis H. Y.
Qin, Jing
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 2008, 70 : 803 - 823
[9] SEMIPARAMETRIC ESTIMATION AND INFERENCE OF VARIANCE FUNCTION WITH LARGE DIMENSIONAL COVARIATES
Ma, Yanyuan
Zhu, Liping
STATISTICA SINICA, 2019, 29 (02) : 567 - 588
[10] SEMIPARAMETRIC QUASILIKELIHOOD AND VARIANCE FUNCTION ESTIMATION IN MEASUREMENT ERROR MODELS
SEPANSKI, JH
CARROLL, RJ
JOURNAL OF ECONOMETRICS, 1993, 58 (1-2) : 223 - 256

← 1 2 3 4 5 →