Generalized additive partial linear models for analyzing correlated data

被引:9
作者
Manghi, Roberto F. [2 ]
Cysneiros, Francisco Jose A. [2 ]
Paula, Gilberto A. [1 ]
机构
[1] Univ Sao Paulo, Inst Matemat & Estat, Sao Paulo, Brazil
[2] Univ Fed Pernambuco, Dept Estat, Recife, PE, Brazil
基金
巴西圣保罗研究基金会;
关键词
Backlitting algorithm; Diagnostic procedures; Longitudinal data; Natural cubic splines; Semiparametric models; ESTIMATING EQUATIONS; REGRESSION-MODELS; LONGITUDINAL DATA; DIVERGING NUMBER; LOCAL INFLUENCE; DIAGNOSTICS; SPLINES;
D O I
10.1016/j.csda.2018.08.005
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
Statistical procedures are proposed in generalized additive partial linear models (GAPLM) for analyzing correlated data. A reweighed iterative process based on the backfitting algorithm is derived for the parameter estimation from a penalized GEE. Discussions on the inferential aspects of GAPLM, particularly on the asymptotic properties of the former estimators as well as on the effective degrees of freedom derivation, are given. Diagnostic methods, such as leverage measures, residual analysis and local influence graphs, under different perturbation schemes, are proposed. A small simulation study is performed to assess the empirical distribution of the parametric and nonparametric estimators as well as of some proposed residuals. Finally, a motivating data set is analyzed by the methodology developed through the paper. (C) 2018 Elsevier B.V. All rights reserved.
引用
收藏
页码:47 / 60
页数:14
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