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1997-01-13Buch DOI: 10.18452/3792
Nonparametric Function Estimation of the Relationship between two Repeatedly Measured Variables
dc.contributor.authorRuckstuhl, A.
dc.contributor.authorWelsh, A. H.
dc.contributor.authorCarroll, Raymond J.
dc.date.accessioned2017-06-15T22:08:13Z
dc.date.available2017-06-15T22:08:13Z
dc.date.created2006-05-18
dc.date.issued1997-01-13
dc.identifier.issn1436-1086
dc.identifier.urihttp://edoc.hu-berlin.de/18452/4444
dc.description.abstractWe describe methods for estimating the regression function nonparametrically and for estimating the variance components in a simple variance component model which is sometimes used for repeated measures data or data with a simple clustered structure. We consider a number of different ways of estimating the regression function. The main results are that the simple pooled estimator which treats the data as independent performs very well asymptotically but that we can construct estimators which perform better asymptotically in some circumstances.eng
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/
dc.subjectsemiparametric estimationeng
dc.subjectLocal linear regressioneng
dc.subjectlocal quasi-likelihood estimatoreng
dc.subjectsmoothingeng
dc.subjectvariance componentseng
dc.subject.ddc330 Wirtschaft
dc.titleNonparametric Function Estimation of the Relationship between two Repeatedly Measured Variables
dc.typebook
dc.identifier.urnurn:nbn:de:kobv:11-10063679
dc.identifier.doihttp://dx.doi.org/10.18452/3792
dc.subject.dnb17 Wirtschaft
local.edoc.container-titleSonderforschungsbereich 373: Quantification and Simulation of Economic Processes
local.edoc.pages23
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-volume1997
local.edoc.container-issue7
local.edoc.container-year1997
local.edoc.container-erstkatid2135319-0

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