Showing 1 - 6 of 6
We get the estimator of the link function, establish the asymptotic properties, and construct the simultaneous confidence band for single-index random effects models. Simulation studies and real data set are presented to evaluate the performance of the proposed method.
Persistent link: https://www.econbiz.de/10010743576
We consider the problem of variable selection for the generalized linear models (GLMs) with longitudinal data. An automatic variable selection procedure is developed using smooth-threshold generalized estimating equations (SGEE). The proposed procedure automatically eliminates inactive...
Persistent link: https://www.econbiz.de/10010617234
In this paper, we consider the partially linear single-index models with longitudinal data. We propose the bias-corrected quadratic inference function (QIF) method to estimate the parameters in the model by accounting for the within-subject correlation. Asymptotic properties for the proposed...
Persistent link: https://www.econbiz.de/10011042030
Persistent link: https://www.econbiz.de/10010848669
In this paper, we focus on the variable selection for semiparametric varying coefficient partially linear models with longitudinal data. A new variable selection procedure is proposed based on the combination of the basis function approximations and quadratic inference functions. The proposed...
Persistent link: https://www.econbiz.de/10010939513
In this paper, we present an estimation approach based on generalized estimating equations and a variable selection procedure for single-index models when the observed data are clustered. Unlike the case of independent observations, bias-correction is necessary when general working correlation...
Persistent link: https://www.econbiz.de/10010572307