Semi-parametric small area inference in generalized semi-varying coefficient mixed effects models

Xuemei Hu () and Weiming Yang
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Xuemei Hu: Chongqing Technology and Business University
Weiming Yang: Chongqing Technology and Business University

Statistical Papers, 2019, vol. 60, issue 4, No 2, 1039-1058

Abstract: Abstract We investigate semi-parametric small area inference in generalized semi-varying coefficient mixed effects models with application to longitudinal data. Combining the generalized profiled likelihood approaches for mixed effect models with kernel methods, we not only construct semi-parametric small area estimators, but also propose two test statistics for discriminating between a parametric mixed effects model and a generalized semi-varying coefficient mixed effects model. The critical values are estimated by a bootstrap procedure. The asymptotic theory for the methods is provided. Simulations exhibit the finite-sample performance for the proposed estimators and test statistics. These verify the feasibility and the excellent behavior of the methods for moderate sample sizes.

Keywords: Semi-parametric inference; Mixed effects models; Bootstrap; Generalized semi-varying coefficient mixed effects models; Longitudinal data; 62G20; 62G05 (search for similar items in EconPapers)
Date: 2019
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DOI: 10.1007/s00362-016-0862-8

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