Estimation for the single-index models with random effects

DOI10.1016/J.CSDA.2011.11.007MaRDI QIDQ434962zbMATH OpenOpenAlexFDO

Authors Zhen Pang, Liugen Xue

Publication date 16 July 2012

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2011.11.007

zbMATH Keywords

variance componentssingle-index modelsmixed-effects modelslocal linear smootherpooled estimator

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Nonparametric tolerance and confidence regions (62G15)

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Cites work

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• ASYMPTOTIC DISTRIBUTIONS FOR TWO ESTIMATORS OF THE SINGLE-INDEX MODEL
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• Bootstrapping robust estimates for clustered data
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• Empirical Likelihood Local Polynomial Regression Analysis of Clustered Data
• Empirical likelihood for single-index models
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• Nonparametric estimation of mean-squared prediction error in nested-error regression models
• On Single-Index Coefficient Regression Models
• Optimal smoothing in nonparametric mixed-effect models
• Optimal smoothing in single-index models
• Panel Data Discrete Choice Models with Lagged Dependent Variables
• Partial Least Squares Estimator for Single-Index Models
• Penalized quadratic inference functions for single-index models with longitudinal data
• Robust Estimating Functions and Bias Correction for Longitudinal Data Analysis
• Semiparametric Models for Longitudinal Data with Application to CD4 Cell Numbers in HIV Seroconverters
• Semiparametric Nonlinear Mixed-Effects Models and Their Applications
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Sliced Inverse Regression for Dimension Reduction
• Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
• Some Covariance Models for Longitudinal Count Data with Overdispersion
• The EFM approach for single-index models
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Cited in

(17)

• Random-effect models with singular precision
• Efficient Inference in a Generalized Partially Linear Model with Random Effect for Longitudinal Data
• Efficient estimation in heteroscedastic single-index models
• SIMEX estimation for single-index model with covariate measurement error
• Statistical inference for single-index panel data models
• Empirical likelihood inference in partially linear single-index models with endogenous covariates
• Personalized treatment selection via the covariate-specific treatment effect curve for longitudinal data
• Estimation of partially linear single-index spatial autoregressive model
• Statistical estimation in partially nonlinear models with random effects
• Simultaneous confidence band for single-index random effects models with longitudinal data
• Multivariate single index modeling of longitudinal data with multiple responses
• Sufficient dimension reduction for clustered data via finite mixture modelling
• On an asymptotically more efficient estimation of the single-index model
• Estimation for Partially Linear Single-index Instrumental Variables Models
• Semiparametric spatial mixed effects single index models
• Large-sample estimation and inference in multivariate single-index models
• Efficient robust estimation for single-index mixed effects models with missing observations

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