Semiparametric GEE analysis in partially linear single-index models for longitudinal data
Abstract
In this article, we study a partially linear single-index model for longitudinal data under a general framework which includes both the sparse and dense longitudinal data cases. A semiparametric estimation method based on a combination of the local linear smoothing and generalized estimation equations (GEE) is introduced to estimate the two parameter vectors as well as the unknown link function. Under some mild conditions, we derive the asymptotic properties of the proposed parametric and nonparametric estimators in different scenarios, from which we find that the convergence rates and asymptotic variances of the proposed estimators for sparse longitudinal data would be substantially different from those for dense longitudinal data. We also discuss the estimation of the covariance (or weight) matrices involved in the semiparametric GEE method. Furthermore, we provide some numerical studies including Monte Carlo simulation and an empirical application to illustrate our methodology and theory.
Cite
@article{arxiv.1507.08473,
title = {Semiparametric GEE analysis in partially linear single-index models for longitudinal data},
author = {Jia Chen and Degui Li and Hua Liang and Suojin Wang},
journal= {arXiv preprint arXiv:1507.08473},
year = {2015}
}
Comments
Published at http://dx.doi.org/10.1214/15-AOS1320 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)