Generalized Empirical Likelihood Inference in Semiparametric Regression Model for Longitudinal Data

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作者
Gao Rong LI College of Applied SciencesBeijing University of TechnologyBeijing PRChina and School of Finance and StatisticsEast China Normal UniversityShanghai PRChina Ping TIAN Department of MathematicsXuchang UniversityXuchang PRChina Liu Gen XUE College of Applied SciencesBeijing University of TechnologyBeijing PRChina [100022 ,200241 ,461000 ,100022 ]
机构
关键词
longitudinal data; semiparametric regression model; empirical likelihood; confidence region;
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中图分类号
O212.1 [一般数理统计];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
<正> In this paper,we consider the semiparametric regression model for longitudinal data.Dueto the correlation within groups,a generalized empirical log-likelihood ratio statistic for the unknownparameters in the model is suggested by introducing the working covariance matrix.It is proved thatthe proposed statistic is asymptotically standard chi-squared under some suitable conditions,and henceit can be used to construct the confidence regions of the parameters.A simulation study is conducted tocompare the proposed method with the generalized least squares method in terms of coverage accuracyand average lengths of the confidence intervals.
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页码:2029 / 2040
页数:12
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