Empirical likelihood-based inference in a partially linear model for longitudinal data

被引:19
|
作者
Xue LiuGen [1 ]
Zhu LiXing [2 ]
机构
[1] Beijing Univ Technol, Coll Appl Sci, Beijing 100022, Peoples R China
[2] Hong Kong Baptist Univ, Dept Math, Hong Kong, Hong Kong, Peoples R China
来源
SCIENCE IN CHINA SERIES A-MATHEMATICS | 2008年 / 51卷 / 01期
基金
中国国家自然科学基金;
关键词
partially linear model; empirical likelihood; confidence region; longitudinal data;
D O I
10.1007/s11425-008-0020-4
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
A partially linear model with longitudinal data is considered, empirical likelihood to inference for the regression coefficients and the baseline function is investigated, the empirical log-likelihood ratios is proven to be asymptotically chi-squared, and the corresponding confidence regions for the parameters of interest are then constructed. Also by the empirical likelihood ratio functions, we can obtain the maximum empirical likelihood estimates of the regression coefficients and the baseline function, and prove the asymptotic normality. The numerical results are conducted to compare the performance of the empirical likelihood and the normal approximation-based method, and a real example is analysed.
引用
收藏
页码:115 / 130
页数:16
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