Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1146851 | Journal of Multivariate Analysis | 2009 | 10 Pages |
Abstract
In this paper, we focus on single-index models for longitudinal data. We propose a procedure to estimate the single-index component and the unknown link function based on the combination of the penalized splines and quadratic inference functions. It is shown that the proposed estimation method has good asymptotic properties. We also evaluate the finite sample performance of the proposed method via Monte Carlo simulation studies. Furthermore, the proposed method is illustrated in the analysis of a real data set.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
Yang Bai, Wing K. Fung, Zhong Yi Zhu,