Empirical Likelihood for Varying Coefficient EV Models under Longitudinal Data

被引：0
作者：
Qiang Liu
机构：
[1] Capital University of Economics and Business,School of Statistics
来源：
Acta Mathematicae Applicatae Sinica, English Series | 2018年 / 34卷
关键词：
varying coefficient EV model; longitudinal Data; empirical likelihood; bias-correction; asymptotic normality; 62J05; 62J99;
D O I：
暂无
中图分类号：
学科分类号：
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.
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页码：585 / 596
页数：11
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