Partial Linear Models for Longitudinal Data Based on Quadratic Inference Functions

DOI10.1111/j.1467-9469.2007.00578.xzbMath1157.62019OpenAlexW1989439593MaRDI QIDQ3608254

Yang Bai, Zhong-yi Zhu, Wing-Kam Fung

Publication date: 28 February 2009

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9469.2007.00578.x

zbMATH Keywords

B-spline, estimating equations, repeated measurements, asymptotic normality, Wald test

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)

Related Items (17)

Automatic variable selection for varying coefficient models with longitudinal data ⋮ Composite quantile regression for correlated data ⋮ Orthogonality-based empirical likelihood inference for varying-coefficient partially nonlinear model with longitudinal data ⋮ A new orthogonality empirical likelihood for varying coefficient partially linear instrumental variable models with longitudinal data ⋮ Quadratic inference functions for partially linear single-index models with longitudinal data ⋮ Robust empirical likelihood inference for partially linear varying coefficient models with longitudinal data ⋮ Double penalized regularization estimation for partially linear instrumental variable models with ultrahigh dimensional instrumental variables ⋮ Penalized quadratic inference functions for semiparametric varying coefficient partially linear models with longitudinal data ⋮ A new orthogonality-based estimation for varying-coefficient partially linear models ⋮ Penalized quadratic inference function-based variable selection for generalized partially linear varying coefficient models with longitudinal data ⋮ Penalized quadratic inference functions for single-index models with longitudinal data ⋮ Variable selection and estimation for partially linear single-index models with longitudinal data ⋮ Quantile regression for panel count data based on quadratic inference functions ⋮ Robust and efficient estimating equations for longitudinal data partial linear models and its applications ⋮ Two-step combined nonparametric likelihood estimation of misspecified semiparametric models ⋮ A Comparison of Utilized and Theoretical Covariance Weighting Matrices on the Estimation Performance of Quadratic Inference Functions ⋮ QR decomposition based orthogonality estimation for partially linear models with longitudinal data

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