On Marginal Estimation in a Semiparametric Model for Longitudinal Data with Time-independent Covariates

X. He () and Kim M.-O ()
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X. He: University of Illinois, Department of Statistics
Kim M.-O: University of Illinois, Department of Statistics

A chapter in Developments in Robust Statistics, 2003, pp 160-168 from Springer

Abstract: Summary We consider M-estimators for a class of semiparametric mixed-effect models without time-dependent covariates and show that the simple marginal estimation method is generally better than the same M-estimator applied to the de-correlated response based on a known or estimated covariance matrix for each subject.

Keywords: Kernel Smoothing; Semiparametric Model; Compound Symmetry; Estimate Covariance Matrix; Marginal Estimation (search for similar items in EconPapers)
Date: 2003
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-642-57338-5_13

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DOI: 10.1007/978-3-642-57338-5_13

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