Arbeitspapier

Nonparametric function estimation of the relationship between two repeatedly measured variables

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We describe methods for estimating the regression function nonparametrically and for estimating the variance components in a simple variance component model which is sometimes used for repeated measures data or data with a simple clustered structure. We consider a number of different ways of estimating the regression function. The main results are that the simple pooled estimator which treats the data as independent performs very well asymptotically but that we can construct estimators which perform better asymptotically in some circumstances.

Sprache
Englisch

Erschienen in
Series: SFB 373 Discussion Paper ; No. 1997,7

Klassifikation
Wirtschaft
Thema
semiparametric estimation
Local linear regression
local quasi-likelihood estimator
smoothing
variance components

Ereignis
Geistige Schöpfung
(wer)
Ruckstuhl, A.
Welsh, A. H.
Carroll, Raymond J.
Ereignis
Veröffentlichung
(wer)
Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
(wo)
Berlin
(wann)
1997

Handle
URN
urn:nbn:de:kobv:11-10063679
Letzte Aktualisierung
10.03.2025, 11:43 MEZ

Datenpartner

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Objekttyp

  • Arbeitspapier

Beteiligte

  • Ruckstuhl, A.
  • Welsh, A. H.
  • Carroll, Raymond J.
  • Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes

Entstanden

  • 1997

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