- Research
- Open access
- Published:
Strong consistency of estimators in partially linear models for longitudinal data with mixing-dependent structure
Journal of Inequalities and Applications volume 2011, Article number: 112 (2011)
Abstract
For exhibiting dependence among the observations within the same subject, the paper considers the estimation problems of partially linear models for longitudinal data with the φ-mixing and ρ-mixing error structures, respectively. The strong consistency for least squares estimator of parametric component is studied. In addition, the strong consistency and uniform consistency for the estimator of nonparametric function are investigated under some mild conditions.
1 Introduction
Longitudinal data (Diggle et al. [1]) are characterized by repeated observations over time on the same set of individuals. They are common in medical and epidemiological studies. Examples of such data can be easily found in clinical trials and follow-up studies for monitoring disease progression. Interest of the study is often focused on evaluating the effects of time and covariates on the outcome variables. Let t ij be the time of the j th measurement of the i th subject, x ij ∈ Rpand y ij be the i th subject's observed covariate and outcome at time t ij respectively. We assume that the full dataset {(x ij , y ij , t ij ), i = 1,..., n, j = 1,..., m i }, where n is the number of subjects and m i is the number of repeated measurements of the i th subject, is observed and can be modeled as the following partially linear models
where β is a p × 1 vector of unknown parameter, g(⋅) is an unknown smooth function, e ij are random errors with E(e ij ) = 0. We assume without loss of generality that t ij are all scaled into the interval I = [0, 1]. Although the observations, and therefore the e ij , from the different subjects are independent, they can be dependent within each subject.
Partially linear models keep the flexibility of nonparametric models, while maintaining the explanatory power of parametric models (Fan and Li [2]). Many authors have studied the models in the form of (1.1) under some additional assumptions or restrictions. If the nonparametric component g(⋅) is known or not present in the models, they become the general linear models with repeated measurements, which were studied under Gaussian errors in a amount of literature. Some works have been integrated into PROC MIXED of the SAS Systems for estimation and inference for such models. If g(⋅) is unknown but there are no repeated measurements, that is m1 = ⋅ ⋅ ⋅ = m n = 1, the models (1.1) are reduced to non-longitudinal partially linear regression models, which were firstly introduced by Engle et al. [3] to study the effect of weather on electricity demand, and further studied by Heckman [4], Speckman [5] and Robinson [6], among others. A recent survey of the estimation and application of the models can be found in the monograph of Häardle et al. [7]. When the random errors of the models (1.1) are independent replicates of a zero mean stationary Gaussian process, Zeger and Diggle [8] obtained estimators of the unknown quantities and analyzed time-trend CD4 cell numbers among HIV sero-converters; Moyeed and Diggle [9] gave the rate of convergence for such estimators; Zhang et al. [10] proposed the maximum penalized Gaussian likelihood estimator. Introducing the counting process technique to the estimation scheme, Fan and Li [2] established asymptotic normality and rate of convergence of the resulting estimators. Under the models (1.1) for panel data with a one-way error structure, You and Zhou [11] and You et al. [12] developed the weighted semiparametric least square estimator and derived asymptotic properties of the estimators. In practice, a great deal of the data in econometrics, engineering and natural sciences occur in the form of time series in which observations are not independent and often exhibit evident dependence. Recently, the non-longitudinal partially linear regression models with complex error structure have attracted increasing attention by statisticians. For example, see Schick [13] with AR(1) errors, Gao and Anh [14] with long-memory errors, Sun et al. [15] with MA(∞) errors, Baek and Liang [16] and Zhou et al. [17] with negatively associated (NA) errors, and Li and Liu [18], Chen and Cui [19] and Liang and Jing [20] with martingale difference sequence, among others.
For longitudinal data, an inherent characteristic is the dependence among the observations within the same subject. Some authors have not considered the with-subject dependence to study the asymptotic behaviors of estimation in the semipara-metric models with assumption that the m i are all bounded, see, for example, He et al. [21], Xue and Zhu [22] and the references therein. Li et al. [23] and Bai et al. [24] showed that ignoring the data dependence within each subject causes a loss of efficiency of statistical inference on the parameters of interest. Hu et al. [25] and Wang et al. [26] took into consideration within-subject correlations for analyzing longitudinal data and obtained some asymptotic results based on the assumption that max1≤i≤nm i is bounded for all n. Chi and Reinsel [27] considered linear models for longitudinal data that contain both individual random effects components and with-individual errors that follow an (autoregressive) AR(1) time series process and gave some estimation procedures, but they did not investigate asymptotic properties of estimations. In fact, the observed responses within the same subject are correlated and may be represented by a sequence of responses {y ij , j ≥ 1} for the i-individual with an intrinsic dependence structure, such as mixing conditions. For example, in hydrology, many measures may be represented by a sequence of responses {y ij , j ≥ 1} for the i th year at t ij , where t ij represents the time elapsed from the beginning of the i th year, and {e ij , j ≥ 1} are the measurements of the deviation from the mean . It is not reasonable that for j1 ≠ j2. In practice, {e ij , j ≥ 1} may be "weak error's structure", such as mixing-dependent structure. In this paper, we consider the estimation problems for the models (1.1) with the φ-mixing and ρ-mixing error structures for exhibiting dependence among the observations within the same subject respectively and are mainly devoted to strong consistency of estimators.
Let {X m , m ≥ 1} be a sequence of random variables defined on probability space be σ-algebra generated by X k , . . ., X l , and denote be the set of all measurable random variables with second moments.
A sequence of random variables {X m , m ≥ 1} is called to be φ-mixing if
A sequence of random variables {X m , m ≥ 1} is called to be ρ-mixing if maximal correlation coefficient
The concept of mixing sequence is central in many areas of economics, finance and other sciences. A mixing time series can be viewed as a sequence of random variables for which the past and distant future are asymptotically independent. A number of limit theorems for φ-mixing and ρ-mixing random variables have been studied by many authors. For example, see Shao [28], Peligrad [29], Utev [30], Kiesel [31], Chen et al. [32] and Zhou [33] for φ-mixing; Peligrad [34], Peligrad and Shao [35, 36], Shao [37] and Bradley [38] for ρ-mixing. Some limit theories can be found in the monograph of Lin and Lu [39]. Recently, the mixing-dependent error structure has also been used to study the nonparametric and semiparametric regression models, for instance, Roussas [40], Truong [41], Fraiman and Iribarren [42], Roussas and Tran [43], Masry and Fan [44], Aneiros and Quintela [45], and Fan and Yao [46].
The rest of this paper is organized as follows. In Section 2, we give least square estimator (LSE) of β based on the nonparametric estimator of g(·) under the mixing-dependent error structure and state some main results. Section 3 is devoted to sketches of several technical lemmas and corollaries. The proofs of main results are given in Section 4. We close with concluding remarks in the last section.
2 Estimators and main results
For models (1.1), if β is known to be the true parameter, then by Ee ij = 0, we have
Hence, a natural nonparametric estimator of g(·) given β is
where is the weight function defined on I. Now, in order to estimate β, we minimize
The minimizer to the above equation is found to be
where and .
So, a plug-in estimator of the nonparametric component g(·) is given by
In this paper, let {e ij ,1 ≤ j ≤ m i } be φ-mixing or ρ-mixing with Ee ij = 0 for each i(1 ≤ i ≤ n), and {e i , 1 ≤ i ≤ n} be mutually independent, where . For each i, denote φ i (·) and ρ i (·) be the i th mixing coefficients of the sequence of φ-mixing and ρ-mixing, respectively. Define , denote I(·) be the indicator function, || · || be the Euclidean norm, and set ⌊z⌋ ≤ z < ⌊z⌋ + 1 for the integer part of z. In the sequence, C and C1 denote positive constants whose values may vary at each occurrence.
For obtaining our main results, we list some assumptions:
A1 (i) {e ij , 1 ≤ j ≤ m i } are φ-mixing with Ee ij = 0 for each i;
-
(ii)
{e ij , 1 ≤ j ≤ m i } are ρ-mixing with Ee ij = 0 for each i.
A2 (i) max1≤i≤nm i = o(nδ) for some and r > 2;
-
(ii)
, where Σ is a positive definite matrix and
-
(iii)
g(·) satisfies the first-order Lipschitz condition on [0, 1].
A3 For n large enough, the probability weight functions W nij (·) satisfy
-
(i)
for each t ∈ [0, 1];
-
(ii)
;
-
(iii)
for any ϵ > 0;
-
(iv)
,
-
(v)
,
-
(vi)
uniformly for s, t ∈ [0, 1].
Remark 2.1 For obtaining the asymptotic properties of estimators of the models (1.1), many authors often assumed that {m i , 1 ≤ i ≤ n} are bounded. Under the weak condition A2(i), we obtain the strong consistency of estimators of the models (1.1) with mixing-dependent structure. The condition of {m i , 1 ≤ i ≤ n} being a bounded sequence is a special case of A2(i).
Remark 2.2 Assumption A2(ii) implies that
Remark 2.3 As a matter of fact, there exist some weights satisfying assumption A3. For example, under some regularity conditions, the following Nadaraya-Watson kernel weight satisfies assumption A3:
where K(·) is a kernel function and h n is a bandwidth parameter. Assumption A3 has also been used by Hardle et al. [7], Baek and Liang [16], Liang and Jing [20] and Chen and You [47].
Theorem 2.1 Suppose that A1(i) or A1(ii), and A2 and A3(i)-(iii) hold. If
for p > 3, then
Theorem 2.2 Suppose that A1(i) or A1(ii), and A2, A3(i-iv) and (2.4) hold. For any t ∈ [0, 1], we have
Theorem 2.3 Suppose that A1(i) or A1(ii), and A2, A3(i-iii), A3(v-vi) and (2.4) hold. We have
3 Several technical lemmas and corollaries
In order to prove the main results, we first introduce some lemmas and corollaries. Let for j ≥ 1, and for i ≥ 1 and k ≥ 0.
Lemma 3.1. (Shao [28]) Let {X m , m ≥ 1} be a φ-mixing sequence.
(1) If EX i = 0, then
(2) Suppose that there exists an array {c km } of positive numbers such that for every k ≥ 0, m ≥ 1. Then, for any q ≥ 2, there exists a positive constant C = C(q, φ(·)) such that
Lemma 3.2. (Shao [37]) Let {X m , m ≥ 1} be a ρ -mixing sequence with EY i = 0. Then, for any q ≥ 2, there exists a positive constant C = C(q, ρ(·)) such that
Lemma 3.3. Suppose that A1(i) or A1(ii) holds. Let α > 1,0 < r < α and
for any ε > 0. If
we have
Proof Note that . Let , and for fixed d > 0. First, we prove
Note that
for i large enough. By Markov's inequality, C r -inequality, and (3.3), we have
From (3.5), for i large enough. One gets
and
for i large enough. Therefore,
Since is a sequence of independent random variables, (3.4) holds from (3.6) and (3.7) by Three Series Theorem. Then,
Thus, we complete the proof of Lemma 3.3.
Lemma 3.4. Let {e ij , 1 ≤ j ≤ m i } be the φ-mixing with Ee ij = 0 for each i (1 ≤ i ≤ n). Assume that {a nij (·), 1 ≤ i ≤ n,1 ≤ j ≤ m i } is a function array defined on [0, 1], satisfying and for any t ∈ [0, 1], and A2(i) and (2.4) hold. Then, for any t ∈ [0, 1] we have
Proof Based on (3.1) and (3.2), we denote and take r satisfying 2 < r < p - 1. Since e ij = ζ nij + η nij , we have
First, we prove
Denoting , we know that is a sequence of independent random variables with . By Markov's inequality, and Rosenthal's inequality, for any ε > 0 and q ≥ 2, one gets
Note that φi(m) → 0 as m → ∞, hence . Further, for any λ > 0 and τ > 0.
For A11n, by Lemma 3.1, A2(i) and (2.4), and taking q > p, we have
Take . We have and .
Next, take τ > 0 small enough such that . Thus, we have
For A12n, by Lemma 3.1 and (2.4), we have
Note that . Taking , we have . Next, take τ > 0 small enough such that . Thus, we have
Combining (3.11)-(3.13), we obtain (3.10).
By Lemma 3.3 and for any t ∈ [0, 1], we have
Note that and δ > 0. From (2.4), we have
From (3.9), (3.10), (3.14) and (3.15), we have (3.8).
Corollary 3.1. In Lemma 3.4, if {e ij , 1 ≤ j ≤ m i } are ρ -mixing with Ee ij = 0 for each i (1 ≤ i ≤ n), then (3.8) holds.
Proof From the proof of Lemma 3.4, it is enough to prove that and .
Note that ρ i (m) → 0 as m → ∞, hence . Further, for any λ > 0 and τ > 0.
For A11n, by Lemma 3.2 and (2.4), and taking q > p, we get
Take . We have and .
Next, take τ > 0 small enough such that and . Thus, .
For A12n, by Lemma 3.2 and (2.4), we have
Note that from A2(i). Taking , we have . Next, take τ > 0 small enough such that . Thus, .
So, we complete the proof of Lemma 3.4.
Remark 3.1 If the real function array {a nij (t),1 ≤ i ≤ n, 1 ≤ j < m i } is replaced with the real constant array {a nij , 1 ≤ i ≤ n, 1 ≤ j ≤ m i }, the results of Lemma 3.4 and Corollary 3.1 hold obviously.
Lemma 3.5. Let {e ij , 1 ≤ j ≤ m i } be the φ-mixing with Ee ij = 0 for each i (1 ≤ i ≤ n). Assume that {a nij (·), 1 ≤ i ≤ n, 1 ≤ j ≤ m i } is a function array defined on [0, 1], satisfying and uniformly for t ∈ [0, 1], and uniformly for s,t ∈ [0, 1], where C is a constant. If A2(i) and (2.4) hold, then
Proof Based on (3.1) and (3.2), we denote and take r satisfying 2 < r < p - 1. Using the finite covering theorem, [0, 1] is covered by 's neighborhoods D n with center s n and radius , and for each t ∈ [0, 1], there exists some neighborhood D n (s n (t)) with center s n (t) and radius such that t ∈ D n (s n (t)). Since E(e ij ) = 0, we have
Denote . By Lemma 3.3 and the proof of (3.15), noting that , we have
Now, it is enough to show sup0≤t≤1 B3n(t) = o(1), a.s..
From (3.11), A11nand A12n, for the given t ∈ [0, 1] and u ∈ D n (s n (t)), we have
Then, we obtain
Take . We have and . Next, take τ > 0 small enough such that and . Thus, we have . Thus, sup0≤t≤1B3n(t) = o(1),a.s.. Therefore, (3.16 ) holds.
Corollary 3.2. In Lemma 3.5, if {e ij , 1 ≤ j ≤ m i } are ρ -mixing with Ee ij = 0 for each i (1 ≤ i ≤ n), then (3.16) holds.
Proof By Corollary 3.1, with arguments similar to the proof of Lemma 3.5, we have (3.16).
4 Proof of Theorems
Proof of Theorem 2.1 From (1.1) and (2.2), we have
From A2(ii), . By Remark 2.2, we have
According to (4.2) and Remark 3.1, we have
By A3(i-ii), (4.2), Lemma 3.4 or Corollary 3.1, we have
From A2(iii) and A3(iii), we obtain
Together with (4.2), one gets
By (4.1), (4.3), (4.4) and (4.6), (2.5) holds.
Proof of Theorem 2.2 From (1.1) and (2.3), we have
By A3(iv) and (2.5), one gets
By Lemma 3.4 or Corollary 3.1, E2n= o(1), a.s.; With arguments similar to (4.5), we have E3n= o(1). Therefore, together with (4.7) and (4.8), (2.6) holds.
Proof of Theorem 2.3 Here, we still use (4.7), but E in in (4.7) are replaced by E in (t) for i = 1,2 and 3. By A3(v) and (2.5), we get
By Lemma 3.5 or Corollary 3.2, sup0≤t≤1|E2n(t)| = o(1), a.s.; Similar to the arguments in (4.5), we have sup0≤t≤1|E2n(t)| = o(1). Hence, (2.7) is proved.
5 Simulation study
To evaluate the finite-sample performance of the least squares estimator and the nonparametric estimator , we respectively take two forms of functions for g(·):
consider the case where p = 1 and m i = m = 12, and take the design points t ij = ((i - 1)m + j)/(nm), x ij ~ N(1, 1) and the errors e ij = 0.2ei, j-1+ ϵ ij , where ϵ ij are i.i.d. N(0,1) random variables, and ei,0~ N(0,1) for each i.
The kernel function is taken as the Epanechnikov kernel , and the weight function is given by Nadaraya-Watson kernel weight . The bandwidth h is selected by a "leave-one-subject-out" cross validation method. In the simulations, we draw B = 1000 random samples of sizes 150,200,300 and 500 for β = 2, respectively. We obtain the estimators and from (2.2) and (2.3), respectively. Let be b th least squares estimator of β under the size n. Some numerical results for are computed by
which are listed in Table 1.
In addition, for assessing estimator of the nonparametric component g(·), we study the square root of mean-squared errors (RMSE) based on 1000 repetitions. Denote be the b th estimator of g(t) under the size n, and be the average estimator of g(t). We compute
and
where {t s , s = 1,..., M} is a sequence of regular grid points on [0, 1]. Figures 1 and 2 respectively provide the average estimators of the nonparametric function g(·) and RMSE n values for Cases I and II, respectively. The boxplots for values for Cases I and II are presented in Figure 3.
From Table 1, we see that (i) and do decrease with increasing the sample size n; (ii) the larger the sample size n is, the closer the is to the true value 2. From Figures 1, 2 and 3, we observe that the biases of estimators of the nonparametric component g(·) decrease as the sample size n increases. These show that, for semiparametric partially linear regression models for longitudinal data based on mixing error's structure, the least squares estimator of parametric component β and the estimator of nonparametric component g(·) work well.
6 Concluding remarks
An inherent characteristic of longitudinal data is the dependence among the observations within the same subject. For exhibiting dependence among the observations within the same subject, we consider the estimation problems of partially linear models for longitudinal data with the φ-mixing and ρ- mixing error structures, respectively. The strong consistency for least squares estimator of parametric component β is studied. In addition, the strong consistency and uniform consistency for the estimator of nonparametric function g(·) are investigated under some mild conditions.
In the paper, we only consider are known and nonrandom design points, as Baek and Liang [16], and Liang and Jing [20]. In the monograph of Hardle et al. [7], they respectively considered the two cases: the fixed design and the random design, to study non-longitudinal partially linear regression models. Our results can also be extended to the case of being random. The interested readers can consider the work. In addition, we consider partially linear models for longitudinal data with only φ-mixing and ρ-mixing. In fact, our results with other mixing-dependent structures, such as α-mixing, φ*-mixing and ρ*-mixing, can also be obtained by the same arguments in our paper. At present, we have not given the asymptotic normality of estimators, since some details need further discussion. We will devote to establish the asymptotic normality of and in our future work.
References
Diggle LD, Heagerty P, Liang K, Zeger S: Analysis of Longitudinal Data. 2nd edition. Oxford University Press, New York; 2002.
Fan J, Li R: New estimation and model selection procedure for semiparametric modeling in longitudinal data analysis. J Am Stat Assoc 2004, 99: 710–723. 10.1198/016214504000001060
Engle R, Granger C, Rice J, Weiss A: Nonparametric estimates of the relation between weather and electricity sales. J Am Stat Assoc 1986, 81: 310–320. 10.2307/2289218
Heckman N: Spline smoothing in a partly linear models. J R Stat Soc B 1986, 48: 244–248.
Speckman P: Kernel smoothing in partial linear models. J R Stat Soc B 1988, 50: 413–436.
Robinson PM: Root-n-consistent semiparametric regression. Econometrica 1988, 56: 931–954. 10.2307/1912705
Härdle W, Liang H, Gao JT: Partial Linear Models. Physica-Verlag, Heidelberg; 2000.
Zeger SL, Diggle PL: Semiparametric models for longitudinal data with application to CD4 cell numbers in HIV seroconverters. Biometrics 1994, 50: 689–699. 10.2307/2532783
Moyeed RA, Diggle PJ: Rate of convergence in semiparametric modeling of longitudinal data. Aust J Stat 1994, 36: 75–93. 10.1111/j.1467-842X.1994.tb00640.x
Zhang D, Lin X, Raz J, Sowerm MF: Semiparametric stochastic mixed models for longitudinal data. J Am Stat Assoc 1998, 93: 710–719. 10.2307/2670121
You JH, Zhou X: Partially linear models and polynomial spline approximations for the analysis of unbalanced panel data. J Stat Plan Inference 2009, 139: 679–695. 10.1016/j.jspi.2007.04.037
You JH, Zhou X, Zhou Y: Statistical inference for panel data semiparametric partially linear regression models with heteroscedastic errors. J Multivar Anal 2010, 101: 1079–1101. 10.1016/j.jmva.2010.01.003
Schick A: An adaptive estimator of the autocorrelation coefficient in regression models with autocoregressive errors. J Time Ser Anal 1998, 19: 575–589. 10.1111/1467-9892.00109
Gao JT, Anh VV: Semiparametric regression under long-range dependent errors. J Stat Plan Inference 1999, 80: 37–57. 10.1016/S0378-3758(98)00241-9
Sun XQ, You JH, Chen GM, Zhou X: Convergence rates of estimators in partial linear regression models with MA(∞) error process. Commun Stat Theory Methods 2002, 31: 2251–2273. 10.1081/STA-120017224
Baek J, Liang HY: Asymptotics of estimators in semi-parametric model under NA samples. J Stat Plan Inference 2006, 136: 3362–3382. 10.1016/j.jspi.2005.01.008
Zhou XC, Liu XS, Hu SH: Moment consistency of estimators in partially linear models under NA samples. Metrika 2010, 72: 415–432. 10.1007/s00184-009-0260-5
Li GL, Liu LQ: Strong consistency of a class estimators in partial linear model under martingale difference sequence. Acta Math Sci (Ser A) 2007, 27: 788–801.
Chen X, Cui HJ: Empirical likelihood inference for partial linear models under martingale difference sequence. Stat Probab Lett 2008, 78: 2895–2910. 10.1016/j.spl.2008.04.012
Liang HY, Jing BY: Asymptotic normality in partial linear models based on dependent errors. J Stat Plan Inference 2009, 139: 1357–1371. 10.1016/j.jspi.2008.08.005
He X, Zhu ZY, Fung WK: Estimation in a semiparametric model for longitudinal data with unspecified dependence structure. Biometrika 2002, 89: 579–590. 10.1093/biomet/89.3.579
Xue LG, Zhu LX: Empirical likelihood-based inference in a partially linear model for longitudinal data. Sci China (Ser A) 2008, 51: 115–130. 10.1007/s11425-008-0020-4
Li GR, Tian P, Xue LG: Generalized empirical likelihood inference in semipara-metric regression model for longitudinal data. Acta Math Sin (Engl Ser) 2008, 24: 2029–2040. 10.1007/s10114-008-6434-7
Bai Y, Fung WK, Zhu ZY: Weighted empirical likelihood for generalized linear models with longitudinal data. J Multivar Anal 2010, 140: 3445–3456.
Hu Z, Wang N, Carroll RJ: Profile-kernel versus backfitting in the partially linear models for longitudinal/clustered data. Biometrika 2004, 91: 251–262. 10.1093/biomet/91.2.251
Wang S, Qian L, Carroll RJ: Generalized empirical likelihood methods for analyzing longitudinal data. Biometrika 2010, 97: 79–93. 10.1093/biomet/asp073
Chi EM, Reinsel GC: Models for longitudinal data with random effects and AR(1) errors. J Am Stat Assoc 1989, 84: 452–459. 10.2307/2289929
Shao QM: A moment inequality and its application. Acta Math Sin 1988, 31: 736–747.
Peligrad M: The r -quick version of the strong law for stationary φ -mixing sequences. In Proceedings of the International Conference on Almost Everywere Convergence in Probability and Statistics. Academic Press, New York; 1989:335–348.
Utev SA: Sums of random variables with φ -mixing. Sib Adv Math 1991, 1: 124–155.
Kiesel R: Summability and strong laws for φ -mixing random variables. J Theor Probab 1998, 11: 209–224. 10.1023/A:1021655227120
Chen PY, Hu TC, Volodin A: Limiting behaviour of moving average processes under φ -mixing assumption. Stat Probab Lett 2009, 79: 105–111. 10.1016/j.spl.2008.07.026
Zhou XC: Complete moment convergence of moving average processes under φ- mixing assumptions. Statist Probab Lett 2010, 80: 285–292. 10.1016/j.spl.2009.10.018
Peligrad M: On the central limit theorem for p-mixing sequences of random variables. Ann Probab 1987, 15: 1387–1394. 10.1214/aop/1176991983
Peligrad M, Shao QM: Estimation of variance for p-mixing sequences. J Multivar Anal 1995, 52: 140–157. 10.1006/jmva.1995.1008
Peligrad M, Shao QM: A note on estimation of the variance of partial sums for p-mixing random variables. Stat Probab Lett 1996, 28: 141–145.
Shao QM: Maximal inequalities for partial sums of p-mixing sequences. Ann Probab 1995, 23: 948–965. 10.1214/aop/1176988297
Bradley R: A stationary rho-mixing Markov chain which is not "interlaced" rho-mixing. J Theor Probab 2001, 14: 717–727. 10.1023/A:1017545123473
Lin ZY, Lu CR: Limit Theory for Mixing Dependent Random Variables. Science Press/Kluwer Academic Publishers, Beijing/London; 1996.
Roussas GG: Nonparametric regression estimation under mixing conditions. Stoch Process Appl 1990, 36: 107–116. 10.1016/0304-4149(90)90045-T
Truong YK: Nonparametric curve estimation with time series errors. J Stat Plan Inference 1991, 28: 167–183. 10.1016/0378-3758(91)90024-9
Fraiman R, Iribarren GP: Nonparametric regression estimation in models with weak error's structure. J Multivar Anal 1991, 37: 180–196. 10.1016/0047-259X(91)90079-H
Roussas GG, Tran LT: Asymptotic normality of the recursive kernel regression estimate under dependence conditions. Ann Stat 1992, 20: 98–120. 10.1214/aos/1176348514
Masry E, Fan JQ: Local polynomial estimation of regression functions for mixing processes. Scand J Stat 1997, 24: 165–179. 10.1111/1467-9469.00056
Aneiros G, Quintela A: Asymptotic properties in partial linear models under dependence. Test 2001, 10: 333–355. 10.1007/BF02595701
Fan JQ, Yao QW: Nonlinear Time Series--Nonparametric and Parametric methods. Springer, New York; 2003.
Chen GM, You JH: An asymptotic theory for semiparametric generalized least squares estimation in partially linear regression models. Stat Pap 2005, 46: 173–193. 10.1007/BF02762967
Acknowledgements
The authors are grateful to an Associate Editor and two anonymous referees for their constructive suggestions that have greatly improved this paper. This work is partially supported by NSFC (no. 11171065), Anhui Provincial Natural Science Foundation (no. 11040606M04), NSFJS (no. BK2011058) and Youth Foundation for Humanities and Social Sciences Project from Ministry of Education of China (no. 11YJC790311).
Author information
Authors and Affiliations
Corresponding author
Additional information
Competing interests
The authors declare that they have no competing interests.
Authors' contributions
The two authors contributed equally to this work. All authors read and approved the final manuscript.
Authors’ original submitted files for images
Below are the links to the authors’ original submitted files for images.
Rights and permissions
Open Access This article is distributed under the terms of the Creative Commons Attribution 2.0 International License (https://creativecommons.org/licenses/by/2.0), which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
About this article
Cite this article
Zhou, Xc., Lin, Jg. Strong consistency of estimators in partially linear models for longitudinal data with mixing-dependent structure. J Inequal Appl 2011, 112 (2011). https://doi.org/10.1186/1029-242X-2011-112
Received:
Accepted:
Published:
DOI: https://doi.org/10.1186/1029-242X-2011-112