TY - JOUR
T1 - Empirical likelihood-based inference in a partially linear model for longitudinal data
AU - Xue, Liugen
AU - ZHU, Lixing
N1 - Funding Information:
Received September 13, 2005; accepted July 28, 2006 DOI: 10.1007/s11425-008-0020-4 † Corresponding author The first author was supported by the National Natural Science Foundation of China (Grant No. 10571008), the Natural Science Foundation of Beijing (Grant No. 1072004) and the Science and Technology Development Project of Education Committee of Beijing City (Grant No. KM200510005009). The second author was supported by a grant of the Research Grant Council of Hong Kong (Grant No. HKBU7060/04P)
PY - 2008/1
Y1 - 2008/1
N2 - A partially linear model with longitudinal data is considered, empirical likelihood to inference for the regression coefficients and the baseline function is investigated, the empirical log-likelihood ratios is proven to be asymptotically chi-squared, and the corresponding confidence regions for the parameters of interest are then constructed. Also by the empirical likelihood ratio functions, we can obtain the maximum empirical likelihood estimates of the regression coefficients and the baseline function, and prove the asymptotic normality. The numerical results are conducted to compare the performance of the empirical likelihood and the normal approximation-based method, and a real example is analysed.
AB - A partially linear model with longitudinal data is considered, empirical likelihood to inference for the regression coefficients and the baseline function is investigated, the empirical log-likelihood ratios is proven to be asymptotically chi-squared, and the corresponding confidence regions for the parameters of interest are then constructed. Also by the empirical likelihood ratio functions, we can obtain the maximum empirical likelihood estimates of the regression coefficients and the baseline function, and prove the asymptotic normality. The numerical results are conducted to compare the performance of the empirical likelihood and the normal approximation-based method, and a real example is analysed.
KW - Confidence region
KW - Empirical likelihood
KW - Longitudinal data
KW - Partially linear model
UR - http://www.scopus.com/inward/record.url?scp=37649010853&partnerID=8YFLogxK
U2 - 10.1007/s11425-008-0020-4
DO - 10.1007/s11425-008-0020-4
M3 - Journal article
AN - SCOPUS:37649010853
SN - 1674-7283
VL - 51
SP - 115
EP - 130
JO - Science China Mathematics
JF - Science China Mathematics
IS - 1
ER -