| TWO-STAGE ESTIMATION FOR SEEMINGLY UNRELATED NONPARAMETRIC REGRESSION MODELS |
| |
| 作者姓名： | Jinhong YOU Shangyu XIE Yong ZHOU |
| |
| 作者单位： | [1]Department of Biostatistics, University of North Carolina at Chapel Hill Chapel Hill, NC 27599-7400, USA. [2]Institute of Applied Mathematics, Chinese Academy of Sciences, Beijing 100080, China |
| |
| 基金项目： | The research was supported in part by National Natural Science Foundation of China （NSFC） under Grants No. 10471140 and No. 10731010, the National Basic Research Program of China （973 Program） under Grant No. 2007CB814902, and Science Fund for Creative Research Groups. |
| |
| 摘 要： | This paper is concerned with the estimating problem of seemingly unrelated （SU） non- parametric regression models. The authors propose a new method to estimate the unknown functions, which is an extension of the two-stage procedure in the longitudinal data framework. The authors show the resulted estimators are asymptotically normal and more efficient than those based on only the individual regression equation. Some simulation studies are given in support of the asymptotic results. A real data from an ongoing environmental epidemiologie study are used to illustrate the proposed procedure.
|
| 关 键 词： | 渐近正态性 两阶评估 非参数衰退模型 系统理论 |
| 收稿时间： | 2006-02-27 |
Two-Stage Estimation for Seemingly Unrelated Nonparametric Regression Models |
| |
| Jinhong YOU Shangyu XIE Yong ZHOU.TWO-STAGE ESTIMATION FOR SEEMINGLY UNRELATED NONPARAMETRIC REGRESSION MODELS[J].Journal of Systems Science and Complexity,2007,20(4):509-520. |
| |
| Authors: | Jinhong You Shangyu Xie Yong Zhou |
| |
| Institution: | (1) Department of Biostatistics, University of North Carolina at Chapel Hill, Chapel Hill, NC 27599-7400, USA;(2) Institute of Applied Mathematics, Chinese Academy of Sciences, Beijing, 100080, China |
| |
| Abstract: | This paper is concerned with the estimating problem of seemingly unrelated (SU) nonparametric regression models. The authors
propose a new method to estimate the unknown functions, which is an extension of the two-stage procedure in the longitudinal
data framework. The authors show the resulted estimators are asymptotically normal and more efficient than those based on
only the individual regression equation. Some simulation studies are given in support of the asymptotic results. A real data
from an ongoing environmental epidemiologic study are used to illustrate the proposed procedure.
The research was supported in part by National Natural Science Foundation of China (NSFC) under Grants No. 10471140 and No.
10731010, the National Basic Research Program of China (973 Program) under Grant No. 2007CB814902, and Science Fund for Creative
Research Groups. |
| |
| Keywords: | Asymptotic normality nonparametrie model seemingly unrelated regression two-stage estimation |
| 本文献已被 维普 SpringerLink 等数据库收录！ |
