Estimation for the single-index models with random effects

• Main Authors: Pang, Zhen., Xue, Liugen.
• Other Authors: School of Physical and Mathematical Sciences
• Format: Article
• Language: English
• Published: 2013
• Online Access: https://hdl.handle.net/10356/97076; http://hdl.handle.net/10220/13107
• Institution: Nanyang Technological University

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...