文章研究了一类纵向数据半参数模型中参数和回归函数的估计问题,利用最小二乘法和一般的非参数权函数方法构造参数β、回归函数 g(·)和误差方差σ2的估计量形式,获得误差方差估计量的渐近正态性。
The estimate problem of the parameter and regression function of a type of semiparametric model for longitudinal data is studied .By the least square method and usual nonparametric weight function method ,the estimators of parameterβ,regression function g(·) and error varianceσ2 are con-structed .Then the asymptotic normality of the estimator of error variance is obtained .