Penalized quadratic inference functions for single-index models with longitudinal data

Yang Bai, Wing K. Fung and Zhong Yi Zhu

Journal of Multivariate Analysis, 2009, vol. 100, issue 1, 152-161

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: 46N30; Longitudinal; data; P-splines; Quadratic; inference; functions; Single-index; models (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (12)

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