SEMIPARAMETRIC LONGITUDINAL MODEL WITH IRREGULAR TIME AUTOREGRESSIVE ERROR PROCESS

doi:10.5705/ss.2013.073

CORC > 上海财经大学 > 上海财经大学

	SEMIPARAMETRIC LONGITUDINAL MODEL WITH IRREGULAR TIME AUTOREGRESSIVE ERROR PROCESS
	Bai, Yang 1,2; Huang, Jian 3,4; Li, Rui 1; You, Jinhong 1,2
刊名	STATISTICA SINICA
	2015-04
卷号	25 期号:2 页码:507-527
关键词	Asymptotic normality irregular and subject-specific observation times locally linear estimation nonstationary autoregressive process profile least squares
ISSN号	1017-0405
DOI	10.5705/ss.2013.073
英文摘要	This paper considers semiparametric inference for longitudinal data collected at irregular and possibly subject-specific times. We propose an irregular time autoregressive model for the error process in a partially linear model and develop a unified semiparametric profiling approach to estimating the regression parameters and autoregressive coefficients. An appealing feature of the proposed method is that it can effectively accommodate irregular and subject-specific observation times. We establish the asymptotic normality of the proposed estimators and derive explicit forms of their asymptotic variances. For the nonparametric component, we construct a two-stage local polynomial estimator. Our method takes into account the autoregressive error structure and does not drop any observations. The asymptotic bias and variance of the estimator are derived. We report on simulation studies conducted to evaluate the finite sample performance of the proposed method. The analysis of a dataset of CD4 cell counts of HIV seroconverters demonstrates its application.
WOS研究方向	Mathematics
语种	英语
出版者	STATISTICA SINICA
WOS记录号	WOS:000354909100005
内容类型	期刊论文
源URL	[http://10.2.47.112/handle/2XS4QKH4/1559]
专题	上海财经大学
通讯作者	Bai, Yang
作者单位	1.Shanghai Univ Finance & Econ, Sch Stat & Management, Shanghai 200433, Peoples R China; 2.Minist Educ China, Key Lab Math Econ SUFE, Shanghai, Peoples R China; 3.Univ Iowa, Dept Stat & Actuarial Sci, Iowa City, IA 52242 USA; 4.Univ Iowa, Dept Biostat, Iowa City, IA 52242 USA
推荐引用方式 GB/T 7714	Bai, Yang,Huang, Jian,Li, Rui,et al. SEMIPARAMETRIC LONGITUDINAL MODEL WITH IRREGULAR TIME AUTOREGRESSIVE ERROR PROCESS[J]. STATISTICA SINICA,2015,25(2):507-527.
APA	Bai, Yang,Huang, Jian,Li, Rui,&You, Jinhong.(2015).SEMIPARAMETRIC LONGITUDINAL MODEL WITH IRREGULAR TIME AUTOREGRESSIVE ERROR PROCESS.STATISTICA SINICA,25(2),507-527.
MLA	Bai, Yang,et al."SEMIPARAMETRIC LONGITUDINAL MODEL WITH IRREGULAR TIME AUTOREGRESSIVE ERROR PROCESS".STATISTICA SINICA 25.2(2015):507-527.