Local asymptotic behavior of regression splines for marginal semiparametric models with longitudinal data

查看全文 作　　者：QIN [1]GuoYou;ZHU [2]ZhongYi

机构地区：[1]Department of Biostatistics,School of Public Health,Fudan University,Shanghai 200032,China;[2]Department of Statistics,Fudan University,Shanghai 200433,China

出　　处：《Science China Mathematics》索引2009年第52卷第9期,共13页

基　　金：supported by National Natural Science Foundation of China (Grant Nos.10671038,10801039);Youth Science Foundation of Fudan University (Grant No.08FQ29);Shanghai Leading Academic Discipline Project (Grant No.B118) 摘　　要：In this paper, we study the local asymptotic behavior of the regression spline estimator in the framework of marginal semiparametric model. Similarly to Zhu, Fung and He (2008), we give explicit expression for the asymptotic bias of regression spline estimator for nonparametric function f. Our results also show that the asymptotic bias of the regression spline estimator does not depend on the working covariance matrix, which distinguishes the regression splines from the smoothing splines and the seemingly unrelated kernel. To understand the local bias result of the regression spline estimator, we show that the regression spline estimator can be obtained iteratively by applying the standard weighted least squares regression spline estimator to pseudo-observations. At each iteration, the bias of the estimator is unchanged and only the variance is updated. 关键词：ASYMPTOTIC BIAS B-SPLINE generalized estimating equation longitudinal data SEMI-PARAMETRIC models

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Local asymptotic behavior of regression splines for marginal semiparametric models with longitudinal data

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