Corpus ID: 88512518

Estimation for Single-Index mixed models with Longitudinal data

  title={Estimation for Single-Index mixed models with Longitudinal data},
  author={Zhen Pang and Liugen Xue},
  journal={arXiv: Methodology},
In this paper, we consider a single-index mixed model with longitudinal data. A new set of estimating equations is proposed to estimate the single-index coefficient. The link function is estimated by using the local linear smoothing. Asymptotic normality is established for the proposed estimators. Also, the estimator of the link function achieves optimal convergence rates; and the estimators of variance components have root-$n$ consistency. These results facilitate the construction of… Expand


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