Nonparametric function estimation of the relationship between two repeatedly measured variables

Academia Sinica 2018-06-25T12:39:23Z 2018-06-25T12:39:23Z 2000-01

Ruckstuhl, Andreas
Welsh, A.H.
Carroll, R.J.

We describe methods for estimating the regression function nonparametrically, and for estimating the variance components in a simple variance component model which is sometimes used for repeated measures data or data with a simple clustered structure. We consider a number of different ways of estimating the regression function. The main results are that the simple pooled estimator which treats the data as independent performs very well asymptotically, but that we can construct estimators which perform better asymptotically in some circumstances. The local linear version of the quasi-likelihood estimator is supposed to exploit the covariance structure of the model but does not in fact do so, asymptotically performing worse than the simple pooled estimator.

Local quasi-likelihood estimator; Semiparametric estimation; Local linear regression; 510: Mathematik; Beitrag in wissenschaftlicher Zeitschrift; Text

Statistica Sinica
English

CHZHA oai:digitalcollection.zhaw.ch:11475/7223
https://hdl.handle.net/11475/7223
https://digitalcollection.zhaw.ch/handle/11475/7223
info:hdl/11475/7223
urn:issn:1996-8507
urn:issn:1017-0405
1044766810

ZHAW UNIV LIBR
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