Research on Two-stage Estimation of Partially Linear Single-index Model with Longitudinal Data

Abstract

Partial linear single-index model is a kind of semi-parametric model with wide application. In this paper, we deal with the partial linear single-index model under longitudinal data. A "two-stage estimation method" without iteration by using local polynomial and bias correction generalized estimation equation is proposed. under some regularity conditions, the asymptotic properties of the connection function and unknown parameter estimator are investigated. Numerical simulation shows that the proposed method is robust.