摘要
考虑纵向数据半参数回归模型:Y=Xβ+g(T)+ε,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的估计量,并在适当条件下得到了它们的渐近正态性和最优收敛速度.
In this paper, we consider the following semiparametric regression model for longitudinal data . The estimators are obtained by means of least squares and local linear fitting method. Under certain conditions , we show that the estimators of parametric component and error variance have asymptotic normality and the convergence rate of the estimator of nonparametric component is optimal.
出处
《周口师范学院学报》
CAS
2006年第5期19-23,共5页
Journal of Zhoukou Normal University
基金
河南省教育厅自然科学基础研究资助项目(No.2006110012)
关键词
纵向数据
半参数回归模型
渐近正态性
longitudinal data
semiparametric regression model
asymptotic normality
