摘要
考虑纵向数据下一类半参数混合效应模型.应用核权函数法以及矩估计法给出了总体效应和个体效应的估计.在一般的条件下,证明了总体效应估计的渐近正态性,并给出该估计的置信区域.对总体效应和个体效应的估计进行了模拟研究,模拟显示估计效果较好.
In this paper,we consider the semiparametric mixed-effects model under longitudinal data.We use kernel weight function method and moment method to construct the estimators of fixed effects and individual effects.Asymptotic normality of the estimators are investigated,and the confidence region of the estimators of fixed effects is constructed.The simulations are reported for illustration,and the results are encouraging.
出处
《应用概率统计》
CSCD
北大核心
2010年第4期411-418,共8页
Chinese Journal of Applied Probability and Statistics
基金
首都经济贸易大学科研重点立项(2010XJZ006)
北京市属高等学校人才强教计划资助项目--中青年骨干人才培养计划资助
关键词
混合效应
纵向数据
渐近正态性
Mixed-effects
longitudinal data
asymptotic normality.
