Estimation for a marginal generalized single-index longitudinal model
Abstract
In this paper, we suggest an estimating equations based approach to study a general single-index model with a given out-layer link for longitudinal data and treat the classical one as its special case. Within a wide range of bandwidths which is for estimating the inner-layer nonparametric link, the root-n consistency of the estimator of the index can be proved. The estimation efficiency can be achieved even when there is an infinite-dimensional nuisance parameter to be estimated. The performance of the new method is assessed through the comparison with other existing methods and through an application to an epileptic seizure study.Download Info
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Bibliographic Info
Article provided by Elsevier in its journal Journal of Multivariate Analysis.
Volume (Year): 105 (2012)
Issue (Month): 1 ()
Pages: 285-299
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Related research
Keywords: Generalized single-index models; Estimating equations; Longitudinal data; Index coefficients; Asymptotic properties;References
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