Empirical Likelihood for Varying Coefficient EV Models under Longitudinal Data

被引：0

作者：

Liu, Qiang ^{[1
]}

机构：

[1] Capital Univ Econ & Business, Sch Stat, Beijing 100070, Peoples R China

来源：

ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES | 2018年 / 34卷 / 03期

关键词：

varying coefficient EV model; longitudinal Data; empirical likelihood; bias-correction; asymptotic normality; IN-COVARIABLES MODELS; VALIDATION DATA; CONFIDENCE-REGIONS; SPLINE ESTIMATION; VARIABLES MODELS; LINEAR-MODELS; INFERENCE; ERROR;

D O I：

10.1007/s10255-018-0770-x

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

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.

引用

页码：585 / 596

页数：12

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