Estimation and model selection in a class of semiparametric models for cluster data

被引:0
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作者
Yan Sun
Jialiang Li
Wenyang Zhang
机构
[1] Shanghai University of Finance and Economics,School of Economics
[2] National University of Singapore,Department of Statistics and Applied Probability
[3] The University of York,Department of Mathematical Sciences
关键词
Cluster data; Cross-validation; Local linear modelling; Semiparametric inference; Varying-coefficient models;
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摘要
Stimulated by a study in Bangladesh about the first birth interval, we propose a semivarying-coefficient model for cluster data analysis. We consider the estimation procedure for the proposed model and establish the asymptotic results of the proposed estimators. Furthermore, we employ the cross-validation (CV) to identify the constant coefficients. The associated asymptotic properties are rigorously examined. Simulation studies are conducted to investigate the performance of the proposed estimation and the CV-based model selection procedure for finite sample size. Finally, our methods are used to analyse the aforementioned data set to explore how several factors affect the first birth interval in Bangladesh.
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页码:835 / 856
页数:21
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