阙烨, 黄振生. 部分线性混合效应模型的有效估计[J]. 应用概率统计, 2017, 33(5): 529-537. DOI: 10.3969/j.issn.1001-4268.2017.05.009
引用本文: 阙烨, 黄振生. 部分线性混合效应模型的有效估计[J]. 应用概率统计, 2017, 33(5): 529-537. DOI: 10.3969/j.issn.1001-4268.2017.05.009
QUE Ye, HUANG ZhenSheng. Efficient Estimation for the Partially Linear Models with Random Effects[J]. Chinese Journal of Applied Probability and Statistics, 2017, 33(5): 529-537. DOI: 10.3969/j.issn.1001-4268.2017.05.009
Citation: QUE Ye, HUANG ZhenSheng. Efficient Estimation for the Partially Linear Models with Random Effects[J]. Chinese Journal of Applied Probability and Statistics, 2017, 33(5): 529-537. DOI: 10.3969/j.issn.1001-4268.2017.05.009

部分线性混合效应模型的有效估计

Efficient Estimation for the Partially Linear Models with Random Effects

  • 摘要: 本文我们给出部分线性混合效应模型的有效估计方法.首先, 我们使用广义最小二乘估计和~B~样条方法去估计未知量,然后利用惩罚最小二乘方法得到随机效应项的估计. 接着我们还考虑了方差分量的估计.和现有的方法相比, 我们的方法表现更好. 此外, 我们还给出了估计量的渐近性质.最后, 模拟研究被用来评价我们的估计方法的表现.

     

    Abstract: In this paper an efficient estimation methodology for the partially linear models with random effects is proposed. For this, we use the generalized least square estimate (GLSE) and the B-splines methods to estimate the unknowns, and employ the penalized least square method to obtain the estimators of the random effects item. Further, we also consider the estimation for the variance components. Compared with the existing methods, our proposed methodology performs well. The asymptotic properties of the estimators are obtained. A simulation study is carried out to assess the performance of our proposed methodology.

     

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