本文考虑纵向数据下半参数回归模型;Yij=xij'+β+g(tij)+eij,i=1,…,m,j=1,…,ni.基于最小二乘法和一般的非参数权函数方法给出了模型中参数卢,回归函数g(·)和误差方差σ^2的估计,并在适当条件下证明了估计量的r(r≥2)阶平均相合性.
In this paper, we consider the following semiparametric regression model for longitudinal data: Yij=xij'+β+g(tij)+eij. The estimators of β, g(· ) and σ^2 are obtained by using the least squares and usual nonparametric weight function method,and rth mean consistency of the estimators are proved under the suitable conditions.