期刊
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
卷 100, 期 469, 页码 147-157出版社
AMER STATISTICAL ASSOC
DOI: 10.1198/016214504000000629
关键词
clustered data; generalized estimating equations; kernel method; longitudinal data; marginal models; nonparametric regression; partially linear model; profile method; sandwich estimator; semiparametric-efficient score; semiparametric information bound; time-dependent covariate
We consider marginal generalized semiparametric partially linear models for clustered data. Lin and Carroll derived the semiparametric efficient score function for this problem in the multivariate Gaussian case, but they were unable to construct a semiparametric efficient estimator that actually achieved the semiparametric information bound. Here we propose such an estimator and generalize the work to marginal generalized partially linear models. We investigate asymptotic relative efficiencies of the estimators that ignore the within-cluster correlation structure either in nonparametric curve estimation or throughout. We evaluate the finite-sample performance of these estimators through simulations and illustrate it using a longitudinal CD4 cell count dataset. Both theoretical and numerical results indicate that properly taking into account the within-subject correlation among the responses can substantially improve efficiency.
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