CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST 2012, 28(3) 285-300 DOI:      ISSN: 1001-4268 CN: 31-1256

Current Issue | Archive | Search                                                            [Print]   [Close]
article
Information and Service
This Article
Supporting info
PDF(6669KB)
[HTML]
Reference
Service and feedback
Email this article to a colleague
Add to Bookshelf
Add to Citation Manager
Cite This Article
Email Alert
Keywords
Authors
PubMed

Partial Linear Models for Longitudinal Data Based on Penalized General Method of Moments

Ni Yanfeng, Zhu Zhongyi

Department of Statistics, Management School of Fudan University

Abstract��

For the analysis of partial linear model
with longitudinal data, the general procedure is to fit the
nonparametric part with kernel or spline estimation, followed by
generalized linear model estimating frame. In this paper, we fit the
nonparametric part with P-spline, and estimate the parametrical and
nonparametric part with different Generalized method of moments
estimation for different moment conditions, implemented by the proof
of the asymptotical properties for the estimator, which is also been
proved by simulation and illustrative example, from which we can
also find out that different penalized general method of moments
estimations for different moment conditions perform more
efficiently.

Keywords��
Received  Revised  Online:  
DOI:
Fund:
Corresponding Authors: Ni Yanfeng
Email:
About author:

References��
Similar articles

Copyright by CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST