Generalized Empirical Likelihood Inference in Semiparametric Regression Model for Longitudinal Data

被引：19

作者：

Li, Gao Rong ^{[1
,2
]}

Tian, Ping ^{[3
]}

Xue, Liu Gen ^{[1
]}

机构：

[1] Beijing Univ Technol, Coll Appl Sci, Beijing 100022, Peoples R China

[2] E China Normal Univ, Sch Finance & Stat, Shanghai 200241, Peoples R China

[3] Xuchang Univ, Dept Math, Xuchang 461000, Peoples R China

来源：

ACTA MATHEMATICA SINICA-ENGLISH SERIES | 2008年 / 24卷 / 12期

基金：

中国博士后科学基金; 中国国家自然科学基金;

关键词：

longitudinal data; semiparametric regression model; empirical likelihood; confidence region;

D O I：

10.1007/s10114-008-6434-7

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we consider the semiparametric regression model for longitudinal data. Due to the correlation within groups, a generalized empirical log-likelihood ratio statistic for the unknown parameters in the model is suggested by introducing the working covariance matrix. It is proved that the proposed statistic is asymptotically standard chi-squared under some suitable conditions, and hence it can be used to construct the confidence regions of the parameters. A simulation study is conducted to compare the proposed method with the generalized least squares method in terms of coverage accuracy and average lengths of the confidence intervals.

引用

页码：2029 / 2040

页数：12

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