CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST 2007, 23(4) 369-376 DOI:      ISSN: 1001-4268 CN: 31-1256

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Asymptotic Properties of Estimators in Semiparametric Regression Model for Longitudinal Data

TIAN Ping, XUE Liugen

Department of Mathematics, Xuchang University, College of Applied Sciences, Beijing University of Technology

Abstract��

In this paper, we consider the following semiparametric regression model for
longitudinal data: $y_{ij}=x_{ij}'\beta+g(t_{ij})+e_{ij}$. The estimators of $\beta$ and $g(\cdot)$ are obtained by using the least squares and usual nonparametric weight function method, the asymptotic normality of the estimator of $\beta$ and the optimal convergence rate of the estimator of $g(\cdot)$ are proved under the suitable conditions. Some simulations are conducted to demonstrate the finite sample performances of the estimation procedures.

Keywords��