Empirical likelihood inferences for semiparametric varying-coefficient partially linear errors-in-variables models with longitudinal data

被引:46
|
作者
Zhao, Peixin [1 ,2 ]
Xue, Liugen [1 ]
机构
[1] Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
[2] Hechi Univ, Dept Math, Yizhou 546300, Guangxi, Peoples R China
基金
中国国家自然科学基金;
关键词
semiparametric varying-coefficient partially linear model; empirical likelihood; errors-in-variables; longitudinal data; ESTIMATING EQUATIONS; REGRESSION MODELS; CLUSTERED DATA;
D O I
10.1080/10485250902980576
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
In this paper, empirical likelihood inferences for semiparametric varying-coefficient partially linear error-in-variables models with longitudinal data are investigated. By correcting the attenuation, we propose a corrected empirical likelihood ratio function for the parametric components and a residual-adjusted empirical likelihood ratio function for the nonparametric components. Wilks' phenomenon is proved and the confidence regions for parametric components and nonparametric components are constructed. A simulation study is undertaken to assess the finite sample performance of the proposed confidence regions.
引用
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页码:907 / 923
页数:17
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