More efficient local polynomial regression with random-effects panel data models

DOI10.1080/07474938.2016.1167813MaRDI QIDQ5862496zbMATH OpenOpenAlexFDO

Authors Ke Yang

Publication date 9 March 2022

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474938.2016.1167813

zbMATH Keywords

kernel regressionlocal polynomial regressionnonparametric methodrandom-effects panel data modelvariance reduction

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08)

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Cites work

• A note on spectral decomposition and maximum likelihood estimation in ANOVA models with balanced data
• Design-adaptive minimax local linear regression for longitudinal/clustered data
• Finite sample performance of kernel-based regression methods for non-parametric additive models under common bandwidth selection criterion
• scientific article; zbMATH DE number 4100415 (Why is no real title available?)
• scientific article; zbMATH DE number 1423399 (Why is no real title available?)
• Local polynomial regression analysis of clustered data
• Marginal nonparametric kernel regression accounting for within-subject correlation
• More Efficient Local Polynomial Estimation in Nonparametric Regression With Autocorrelated Errors
• Nonparametric additive regression for repeatedly measured data
• Nonparametric estimation and testing of fixed effects panel data models
• Nonparametric Function Estimation for Clustered Data When the Predictor is Measured without/with Error
• Nonparametric regression estimation with general parametric error covariance
• Quasi-likelihood Estimation in Semiparametric Models
• Semiparametric and Nonparametric Regression Analysis of Longitudinal Data
• Semiparametric Models for Longitudinal Data with Application to CD4 Cell Numbers in HIV Seroconverters
• Semiparametric Regression for Clustered Data Using Generalized Estimating Equations

Cited in

(1)

• More Efficient Local Polynomial Estimation in Nonparametric Regression With Autocorrelated Errors

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