Simultaneous confidence band for single-index random effects models with longitudinal data

We get the estimator of the link function, establish the asymptotic properties, and construct the simultaneous confidence band for single-index random effects models. Simulation studies and real data set are presented to evaluate the performance of the proposed method.

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Year of publication:	2014
Authors:	Yang, Suigen ; Xue, Liugen ; Li, Gaorong
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 85.2014, C, p. 6-14
Publisher:	Elsevier
Subject:	Simultaneous confidence band \| Single-index model \| Random effects \| Longitudinal data

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010743576