A nonparametric random effects estimator

This paper proposes feasible nonparametric random effects estimators. Specifically, we propose feasible versions of the two estimators in Lin and Carroll (2000) [Lin, X. and R. J. Carroll, 2000, Nonparametric function estimation for clustered data when the predictor is measured without/with error, Journal of the American Statistical Association 95, 520–534] and a modified version of the estimator in Ullah and Roy (1998) [Ullah, A. and N. Roy, 1998, Nonparametric and semiparametric econometrics of panel data, in: A. Ullah and D. E. A. Giles, eds., Handbook of Apllied Economics Statistics, Vol. 1 (Marcel Dekker, New York) 579-604.]. Further, the consistency properties of these estimators are established.