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There have been studies on how the asymptotic efficiency of a nonparametric function estimator depends on the handling of the within-cluster correlation when nonparametric regression models are used on longitudinal or cluster data. In particular, methods based on smoothing splines and local...
Persistent link: https://www.econbiz.de/10005559315
This paper considers an extension of M-estimators in semiparametric models for independent observations to the case of longitudinal data. We approximate the nonparametric function by a regression spline, and any M-estimation algorithm for the usual linear models can then be used to obtain...
Persistent link: https://www.econbiz.de/10005447016
The minimum Hellinger distance estimator is known to have desirable properties in terms of robustness and efficiency. We propose an approximate minimum Hellinger distance estimator by adapting the approach to grouped data from a continuous distribution. It is easier to compute the approximate...
Persistent link: https://www.econbiz.de/10005569459