Empirical Likelihood for Varying Coefficient EV Models under Longitudinal Data

被引：0

作者：

Liu, Qiang ^{[1
]}

机构：

[1] Capital Univ Econ & Business, Sch Stat, Beijing 100070, Peoples R China

来源：

ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES | 2018年 / 34卷 / 03期

关键词：

varying coefficient EV model; longitudinal Data; empirical likelihood; bias-correction; asymptotic normality; IN-COVARIABLES MODELS; VALIDATION DATA; CONFIDENCE-REGIONS; SPLINE ESTIMATION; VARIABLES MODELS; LINEAR-MODELS; INFERENCE; ERROR;

D O I：

10.1007/s10255-018-0770-x

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, a varying coefficient errors-in-variables model under longitudinal data is investigated. An empirical likelihood based bias-correction approach is proposed. It is proved that the proposed statistics are asymptotically chi-squared under some mild conditions, and hence can be used to construct the confidence regions of the parameters of interest. Finite sample performance of the proposed method is illustrated in a simulation study. The proposed methods are applied to an AIDS clinical trial dataset.

引用

页码：585 / 596

页数：12

共 50 条

[21] Adjusted Empirical Likelihood Tests for Varying Coefficient Models
Zhao Peixin
RECENT ADVANCE IN STATISTICS APPLICATION AND RELATED AREAS, PTS 1 AND 2, 2011, : 1333 - 1337
[22] Empirical likelihood inference for semi-parametric varying-coefficient partially linear EV models
Wang, Xiuli
Li, Gaorong
Lin, Lu
METRIKA, 2011, 73 (02) : 171 - 185
[23] Empirical likelihood inference for semi-parametric varying-coefficient partially linear EV models
Xiuli Wang
Gaorong Li
Lu Lin
Metrika, 2011, 73 : 171 - 185
[24] Block Empirical Likelihood for Semiparametric Varying-Coefficient Partially Linear Errors-in-Variables Models with Longitudinal Data
Xia, Yafeng
Da, Hu
JOURNAL OF PROBABILITY AND STATISTICS, 2013, 2013
[25] Empirical likelihood inference in mixture of semiparametric varying-coefficient models for longitudinal data with non-ignorable dropout
Zhou, Xing-Cai
Lin, Jin-Guan
STATISTICS, 2014, 48 (03) : 668 - 684
[26] Empirical likelihood for varying-coefficient semiparametric mixed-effects errors-in-variables models with longitudinal data
Zhou, Xing-cai
Lin, Jin-Guan
STATISTICAL METHODS AND APPLICATIONS, 2014, 23 (01): : 51 - 69
[27] Empirical likelihood for varying-coefficient semiparametric mixed-effects errors-in-variables models with longitudinal data
Xing-cai Zhou
Jin-Guan Lin
Statistical Methods & Applications, 2014, 23 : 51 - 69
[28] Empirical likelihood inferences for semiparametric varying-coefficient partially linear errors-in-variables models with longitudinal data
Zhao, Peixin
Xue, Liugen
JOURNAL OF NONPARAMETRIC STATISTICS, 2009, 21 (07) : 907 - 923
[29] Model estimation and selection for partial linear varying coefficient EV models with longitudinal data
Zhao, Mingtao
Xu, Xiaoli
Zhu, Yanling
Zhang, Kongsheng
Zhou, Yan
JOURNAL OF APPLIED STATISTICS, 2023, 50 (03) : 512 - 534
[30] Empirical likelihood based inference for varying coefficient panel data models with fixed effect
Li, Wanbin
Xue, Liugen
Zhao, Peixin
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2022, 51 (14) : 4973 - 4990

← 1 2 3 4 5 →