Generalized Empirical Likelihood Inference in Semiparametric Regression Model for Longitudinal Data

被引:0
|
作者
Gao Rong LI College of Applied Sciences
机构
基金
中国博士后科学基金; 中国国家自然科学基金;
关键词
longitudinal data; semiparametric regression model; empirical likelihood; confidence region;
D O I
暂无
中图分类号
O212.1 [一般数理统计];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
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.
引用
收藏
页码:2029 / 2040
页数:12
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