Difference-based estimation for error variances in repeated measurement regression models

DOI10.1016/J.SPL.2006.11.020zbMATH Open1115.62042OpenAlexW2051394796MaRDI QIDQ997252FDOQ997252

Authors Qinfeng Xu, Jinhong You

Publication date 23 July 2007

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2006.11.020

zbMATH Keywords

asymptotic normalitydifference-based methodone-way error componentrepeated measurementresidual-based method

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Estimation in multivariate analysis (62H12)

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Cites work

• Asymptotically optimal difference-based estimation of variance in nonparametric regression
• Bandwidth choice for nonparametric regression
• Designs for Regression Problems with Correlated Errors III
• Estimating the Variance In Nonparametric Regression—What is a Reasonable Choice?
• Estimation in a semiparametric model for longitudinal data with unspecified dependence structure
• Rank Estimation of Transformation Models
• Residual variance and residual pattern in nonlinear regression

Cited in

(3)

• Difference-based variance estimation in nonparametric regression with repeated measurement data
• Alternative diff-in-diffs estimators with several pretreatment periods
• Analysis of short-term systematic measurement error variance for the difference of paired data without repetition of measurement

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