Estimation for a marginal generalized single-index longitudinal model

In this paper, we suggest an estimating equations based approach to study a general single-index model with a given out-layer link for longitudinal data and treat the classical one as its special case. Within a wide range of bandwidths which is for estimating the inner-layer nonparametric link, the root-n consistency of the estimator of the index can be proved. The estimation efficiency can be achieved even when there is an infinite-dimensional nuisance parameter to be estimated. The performance of the new method is assessed through the comparison with other existing methods and through an application to an epileptic seizure study.

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