Estimation for the single-index models with random effects

DOI10.1016/J.CSDA.2011.11.007zbMATH Open1368.62082OpenAlexW2169782530MaRDI QIDQ434962FDOQ434962

Liugen Xue, Zhen Pang

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

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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)

Cites Work

• Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
• Optimal smoothing in single-index models
• Title not available (Why is that?)
• Sliced Inverse Regression for Dimension Reduction
• Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
• Generalized Partially Linear Single-Index Models
• Estimating dynamic panel data discrete choice models with fixed effects
• Panel Data Discrete Choice Models with Lagged Dependent Variables
• Longitudinal data analysis using generalized linear models
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
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• An Adaptive Estimation of Dimension Reduction Space
• Linear and generalized linear mixed models and their applications.
• Nonparametric estimation of mean-squared prediction error in nested-error regression models
• Penalized quadratic inference functions for single-index models with longitudinal data
• Some Covariance Models for Longitudinal Count Data with Overdispersion
• Semiparametric Models for Longitudinal Data with Application to CD4 Cell Numbers in HIV Seroconverters
• Direct estimation of the index coefficient in a single-index model
• ASYMPTOTIC DISTRIBUTIONS FOR TWO ESTIMATORS OF THE SINGLE-INDEX MODEL
• Weak and strong uniform consistency of kernel regression estimates
• On Single-Index Coefficient Regression Models
• Estimation for a partial-linear single-index model
• Local Polynomial Mixed-Effects Models for Longitudinal Data
• Bootstrapping Robust Estimates for Clustered Data
• Invariance principles for absolutely regular empirical processes
• Nonparametric Estimation and Identification of Nonlinear ARCH Time Series Strong Convergence and Asymptotic Normality: Strong Convergence and Asymptotic Normality
• Partial Least Squares Estimator for Single-Index Models
• Nonparametric Function Estimation for Clustered Data When the Predictor is Measured without/with Error
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• Robust Estimating Functions and Bias Correction for Longitudinal Data Analysis
• The EFM approach for single-index models
• Semiparametric Nonlinear Mixed-Effects Models and Their Applications
• Empirical likelihood for single-index models
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• Optimal smoothing in nonparametric mixed-effect models
• Empirical Likelihood Local Polynomial Regression Analysis of Clustered Data
• Bootstrapping data with multiple levels of variation

Cited In (16)

• 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
• 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
• Statistical estimation in partially nonlinear models with random effects
• Estimation of partially linear single-index spatial autoregressive model
• 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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