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
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
收藏
页码:585 / 596
页数:12
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