Quadratic inference functions for partially linear single-index models with longitudinal data

Peng Lai, Gaorong Li and Heng Lian

Journal of Multivariate Analysis, 2013, vol. 118, issue C, 115-127

Abstract: In this paper, we consider the partially linear single-index models with longitudinal data. We propose the bias-corrected quadratic inference function (QIF) method to estimate the parameters in the model by accounting for the within-subject correlation. Asymptotic properties for the proposed estimation methods are demonstrated. A generalized likelihood ratio test is established to test the linearity of the nonparametric part. Under the null hypotheses, the test statistic follows asymptotically a χ2 distribution. We also evaluate the finite sample performance of the proposed methods via Monte Carlo simulation studies and a real data analysis.

Keywords: Bias correction; Generalized likelihood ratio; Longitudinal data; Partially linear single-index models; QIF (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (9)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:118:y:2013:i:c:p:115-127

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DOI: 10.1016/j.jmva.2013.03.019

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