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纵向数据半参数模型估计的相合性 被引量：3

Consistency of Estimators in Semiparametric Regression Model for Longitudinal Data
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摘要 考虑纵向数据半参数回归模型:Yij=XiTjβ+g(Tij)+iεj.基于最小二乘法和局部线性拟合的方法建立了模型中参数分量β,回归函数g(.)和误差方差σ2的估计,并在适当条件下证明了估计量的相合性. In this paper, we consider the following semiparametric regressiori model for longitudinal data： Yij=Xij^Tβ＋g（Tij）＋εij.The estimators of β,g（·）and δ^2 are obtained by means of the least squares and local linear fitting method. Under the suitable conditions we prove their consistency.
作者 樊明智 王芬玲 孔德顺
机构地区 许昌学院数学系 许继实验学校
出处 《许昌学院学报》 CAS 2005年第5期6-11,共6页 Journal of Xuchang University
关键词 纵向数据 半参数回归模型 相合性 longitudinal data semiparametric regression model consistency
分类号 O212.7 [理学—概率论与数理统计]
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参考文献12

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二级参考文献18

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共引文献61

同被引文献35

引证文献3

二级引证文献3

许昌学院学报
2005年 第5期

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