Estimation in a semiparametric model for longitudinal data with unspecified dependence structure

• 成果类型: Article
• 署名作者: He, XM; Zhu, ZY; Fung, WK
• 署名单位: University of Illinois System; University of Illinois Urbana-Champaign; East China Normal University; University of Hong Kong
• 刊物名称: BIOMETRIKA
• ISSN/ISSBN: 0006-3444
• DOI: 10.1093/biomet/89.3.579
• 发表日期: 2002
• 页码: 579590
• 关键词: robust estimation; regression

摘要

This paper considers an extension of M-estimators in semiparametric models for independent observations to the case of longitudinal data. We approximate the nonparametric function by a regression spline, and any M-estimation algorithm for the usual linear models can then be used to obtain consistent estimators of the model and valid large-sample inferences about the regression parameters without any specification of the error distribution and the covariance structure. Included as special cases are the analysis of the conditional mean and median functions for longitudinal data.