| Publikationstyp: | Beitrag in wissenschaftlicher Zeitschrift |
| Art der Begutachtung: | Peer review (Publikation) |
| Titel: | Nonparametric function estimation of the relationship between two repeatedly measured variables |
| Autor/-in: | Ruckstuhl, Andreas Welsh, A.H. Carroll, R.J. |
| Erschienen in: | Statistica Sinica |
| Band(Heft): | 10 |
| Heft: | 1 |
| Seite(n): | 51 |
| Seiten bis: | 71 |
| Erscheinungsdatum: | Jan-2000 |
| Verlag / Hrsg. Institution: | Academia Sinica |
| ISSN: | 1996-8507 1017-0405 |
| Sprache: | Englisch |
| Schlagwörter: | Local quasi-likelihood estimator; Semiparametric estimation; Local linear regression |
| Fachgebiet (DDC): | 510: Mathematik |
| Zusammenfassung: | 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. The local linear version of the quasi-likelihood estimator is supposed to exploit the covariance structure of the model but does not in fact do so, asymptotically performing worse than the simple pooled estimator. |
| URI: | https://digitalcollection.zhaw.ch/handle/11475/7223 |
| Volltext Version: | Publizierte Version |
| Lizenz (gemäss Verlagsvertrag): | Lizenz gemäss Verlagsvertrag |
| Departement: | School of Engineering |
| Organisationseinheit: | Institut für Datenanalyse und Prozessdesign (IDP) |
| Enthalten in den Sammlungen: | Publikationen School of Engineering |
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Ruckstuhl, A., Welsh, A. H., & Carroll, R. J. (2000). Nonparametric function estimation of the relationship between two repeatedly measured variables. Statistica Sinica, 10(1), 51–71.
Ruckstuhl, A., Welsh, A.H. and Carroll, R.J. (2000) ‘Nonparametric function estimation of the relationship between two repeatedly measured variables’, Statistica Sinica, 10(1), pp. 51–71.
A. Ruckstuhl, A. H. Welsh, and R. J. Carroll, “Nonparametric function estimation of the relationship between two repeatedly measured variables,” Statistica Sinica, vol. 10, no. 1, pp. 51–71, Jan. 2000.
RUCKSTUHL, Andreas, A.H. WELSH und R.J. CARROLL, 2000. Nonparametric function estimation of the relationship between two repeatedly measured variables. Statistica Sinica. Januar 2000. Bd. 10, Nr. 1, S. 51–71
Ruckstuhl, Andreas, A.H. Welsh, and R.J. Carroll. 2000. “Nonparametric Function Estimation of the Relationship between Two Repeatedly Measured Variables.” Statistica Sinica 10 (1): 51–71.
Ruckstuhl, Andreas, et al. “Nonparametric Function Estimation of the Relationship between Two Repeatedly Measured Variables.” Statistica Sinica, vol. 10, no. 1, Jan. 2000, pp. 51–71.
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