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題名 | Nonparametric Function Estimation of the Relationship between Two Repeatedly Measured Variables |
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作者 | Ruckstuhl,A. F.; Welsh,A. H.; Carroll,R. J.; | 書刊名 | Statistica Sinica |
卷期 | 10:1 2000.01[民89.01] |
頁次 | 頁51-71 |
分類號 | 319.51 |
關鍵詞 | 局部線性迴歸; 半參數估計; 方差分量; 非參數函數估計; Local linear regression; Local quasi-likelihood estimator; Semiparametric estimation; Smoothing; Variance components; |
語文 | 英文(English) |
英文摘要 | 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 way 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. |
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