摘要
纵向数据是在实际应用中很常见的一种数据类型,在解决实际问题时建立纵向数据模型,进行统计分析很实用。本文研究一类重要的纵向数据下部分线性回归模型,所分析的纵向数据是随机观测而得到的,根据纵向数据的特性构造模型中未知参数分量和未知函数的估计量,进而研究了估计量的渐近性质,通过实例分析,证实了该方法的有效性和可操作性,有很好的使用价值。
The longitudinal data, a very common data type, which is useful for statistical analysis to solve actual problem by establishing the longitudinal data model. This paper analyzes the partially linear regression model for general longitudinal data, in which the analyzed longitudinal data is randomly observed. The unknown parameter component and the unknown function estimator are constructed on the basis of considering the characteristics of the longitudinal data so as to study the estimator of the asymptotic properties. The effectiveness, maneuverability and utility value of the method are demonstrated through the example analysis.
出处
《数理统计与管理》
CSSCI
北大核心
2012年第3期447-454,共8页
Journal of Applied Statistics and Management
基金
河南省高校青年骨干教师资助项目(2009GGJS-121)
