考虑纵向数据半参数回归模型:Y=Xβ+g(T)+ε,采用二阶段估计方法给出了参数分量β和非参数分量g(t)的估计量βn和gN(t),并在适当条件下研究了这些估计量的渐近正态性.
We consider the following semiparametric regression model for longitudinal data: Y = Xβ + g (T) + ε , where β is a p × 1 unknown parametric vector, g(t) is an unknown founction on[0,1] and eij is an unobserved random error. In this paper, the estimators βN and gN (·) of β and g (·) are established by using the mothed of two stage estimator. It is shown that these estimators have asymptotic normality.