Semiparametric empirical likelihood tests in varying coefficient partially linear models with repeated measurements

被引：2
|
作者：
Zhao, Peixin [1 ]
Yang, Yiping [2 ]
机构：
[1] Hechi Univ, Coll Math & Stat, Yizhou 546300, Guangxi, Peoples R China
[2] Chongqing Technol & Business Univ, Coll Math & Stat, Chongqing 400067, Peoples R China
来源：
STATISTICAL METHODOLOGY | 2015年 / 23卷
基金：
中国国家自然科学基金;
关键词：
Varying coefficient partially linear model; Repeated measurement; Empirical likelihood test; Wilks phenomenon; OF-FIT TEST; LONGITUDINAL DATA; REGRESSION; INFERENCES;
D O I：
10.1016/j.stamet.2014.10.003
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Varying coefficient partially linear models are commonly used for analyzing data measured repeatedly, such as longitudinal data and panel data. In this paper, the testing problem for varying coefficient partially linear models with repeated measurements is investigated. Based on the empirical likelihood method, the test statistics are constructed for some testing problems. The Wilks phenomenon of these test statistics is proved, and then the rejection regions are constructed. Some simulation studies are undertaken to investigate the power of the empirical likelihood based testing method. (C) 2014 Elsevier B.V. All rights reserved.
引用
收藏
页码：73 / 87
页数：15
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