Estimation for the single-index models with random effects
In this paper, we generalize the single-index models to the scenarios with random effects. The introduction of the random effects raises interesting inferential challenges. Instead of treating the variance matrix as the tuning parameters in the nonparametric model of Gu and Ma (2005), we propose roo...
Saved in:
Main Authors: | , |
---|---|
Other Authors: | |
Format: | Article |
Language: | English |
Published: |
2013
|
Online Access: | https://hdl.handle.net/10356/97076 http://hdl.handle.net/10220/13107 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | Nanyang Technological University |
Language: | English |