| 纵向数据下部分线性模型的二次光滑估计 |
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| 引用本文： | 李生彪. 纵向数据下部分线性模型的二次光滑估计[J]. 延边大学学报(自然科学版), 2019, 0(3): 201-207 |
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| 作者姓名： | 李生彪 |
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| 作者单位： | ( 兰州文理学院 教育学院, 甘肃 兰州 730000 ) |
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| 摘 要： | 利用二次光滑估计方法研究纵向数据下部分线性模型的估计问题,给出了二次光滑估计的渐近性质.进一步计算表明,在渐近方差不变的前提下,二次光滑估计的渐近偏差的阶op(h4)低于局部线性估计的渐近偏差的阶op(h2),即二次光滑估计的效果优于局部线性估计的效果.利用CD4细胞数数据对二次光滑估计方法进行验证表明,本文所得结果正确.
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| 关 键 词： | 纵向数据 二次光滑 部分线性模型 渐近偏差 |
Double smoothing estimation for partial linear model with longitudinal data |
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| LI Shengbiao. Double smoothing estimation for partial linear model with longitudinal data[J]. Journal of Yanbian University (Natural Science), 2019, 0(3): 201-207 |
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| Authors: | LI Shengbiao |
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| Affiliation: | ( College of Education, Lanzhou University of Arts and Science, Lanzhou 730000, China ) |
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| Abstract: | We used the double smoothing estimation method to discuss the estimation problem of partial linear model, the asymptotic properties of the double smoothing local linear estimators are given. Further calculation show that the order op(h4)of the asymptotic bias of the double smoothing estimation is lower than the order op(h2)of the asymptotic bias of the local linear estimation with the same asymptotic variance, that is to say, the double smoothing estimation is better than the local linear estimation. Using CD4 cell number data to verify the double smoothing local linear estimation method, the results obtained in this paper are correct. |
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| Keywords: | longitudinal data double smoothing partial linear model asymptotic bias |
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