Acta mathematica scientia, Series B >
ASYMPTOTIC PROPERTIES OF ESTIMATORS IN PARTIALLY LINEAR SINGLE-INDEX MODEL FOR LONGITUDINAL DATA
Received date: 2006-05-18
Revised date: 2008-08-27
Online published: 2010-05-20
Supported by
Supported by the National Natural Science Foundation of China (10571008),
the Natural Science Foundation of Henan (092300410149), and the Core Teacher Foundation of Henan (2006141)
In this article, a partially linear single-index model for longitudinal data is investigated. The generalized penalized spline least squares estimates of the unknown parameters are suggested. All parameters can be estimated simultaneously by the proposed method while the feature of longitudinal data is considered. The existence, strong consistency and asymptotic normality of the estimators are proved under suitable conditions. A simulation study is conducted to investigate the finite sample performance of the proposed method. Our approach can also be used to study the pure single-index model for longitudinal data.
TIAN Ping , YANG Lin , XUE Liu-Gen . ASYMPTOTIC PROPERTIES OF ESTIMATORS IN PARTIALLY LINEAR SINGLE-INDEX MODEL FOR LONGITUDINAL DATA[J]. Acta mathematica scientia, Series B, 2010 , 30(3) : 677 -687 . DOI: 10.1016/S0252-9602(10)60069-0
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