Robust empirical likelihood inference for longitudinal data

被引:7
|
作者
Qin, Guoyou
Bai, Yang
Zhu, Zhongyi [1 ]
机构
[1] Fudan Univ, Dept Stat, Shanghai 200433, Peoples R China
基金
中国国家自然科学基金;
关键词
GENERALIZED LINEAR-MODELS; MIXED MODELS;
D O I
10.1016/j.spl.2009.07.005
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
This paper introduces the robust empirical likelihood (REL) inference for the longitudinal data. We propose the REL method by constructing robust auxiliary random vectors, and employ bounded scores and leverage-based weights in the auxiliary random vectors to achieve robustness against outliers in both the response and covariates. Simulation studies are conducted to demonstrate the good performance of our proposed REL method in terms of both robustness and efficiency improvement. The proposed method is also illustrated by analyzing a real data set from epileptic seizure study. (C) 2009 Elsevier B.V. All rights reserved.
引用
收藏
页码:2101 / 2108
页数:8
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