Empirical likelihood for longitudinal partially linear model with α-mixing errors

被引:4
作者
Fan Guoliang [1 ]
Liang Hanying [2 ]
机构
[1] Anhui Polytech Univ, Sch Math & Phys, Wuhu 241000, Peoples R China
[2] Tongji Univ, Dept Math, Shanghai 200092, Peoples R China
基金
中国国家自然科学基金;
关键词
Confidence region; empirical likelihood; longitudinal data; partially linear model; alpha-mixing sequence; SEMIPARAMETRIC REGRESSION-ANALYSIS; MIXED-EFFECTS MODELS; CURVES;
D O I
10.1007/s11424-013-0015-2
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
This paper considers large sample inference for the regression parameter in a partially linear regression model with longitudinal data and alpha-mixing errors. The authors introduce an estimated empirical likelihood for the regression parameter and show that its limiting distribution is a mixture of central chi-squared distributions. Also, the authors derive an adjusted empirical likelihood method which is shown to have a central chi-square limiting distribution. A simulation study is carried out to assess the performance of the empirical likelihood method.
引用
收藏
页码:232 / 248
页数:17
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