A new orthogonality-based estimation for varying-coefficient partially linear models

作者：Zhao, Peixin^*; Yang, Yiping

来源：Journal of the Korean Statistical Society, 2019, 48(1): 29-39.

DOI：10.1016/j.jkss.2018.08.001

• Varying coefficient partially linear model
• Longitudinal data
• QR decomposition
• Quadratic inference function

Varying coefficient partially linear models are usually used for longitudinal data analysis, and an interest is mainly to improve efficiency of regression coefficients. By the orthogonality estimation technology and the quadratic inference function method, we propose a new orthogonality-based estimation method to estimate parameter and nonparametric components in varying coefficient partially linear models with longitudinal data. The proposed procedure can separately estimate the parametric and nonparametric components, and the resulting estimators do not affect each other. Under some mild conditions, we establish some asymptotic properties of the resulting estimators. Furthermore, the finite sample performance of the proposed procedure is assessed by some simulation experiments.

• 出版日期2019-3
• 单位重庆工商大学