Efficient semiparametric regression for longitudinal data with nonparametric covariance estimation
结合非参数协方差估计的纵向数据高效半参数回归
For longitudinal data, when the within-subject covariance is misspecified, the semiparametric regression estimator may be inefficient. We propose a method that combines the efficient semiparametric estimator with nonparametric covariance estimation, and is robust against misspecification of covariance models. We show that kernel covariance estimation provides uniformly consistent estimators for the within-subject covariance matrices, and the semiparametric profile estimator…