scholarly journals Empirical likelihood inference for partially time-varying coefficient errors-in-variables models

2012 ◽  
Vol 6 (0) ◽  
pp. 1040-1058 ◽  
Author(s):  
Guo-Liang Fan ◽  
Hong-Xia Xu ◽  
Han-Ying Liang
Keyword(s):  
Empirical Likelihood ◽  
Likelihood Inference ◽  
Time Varying ◽  
Errors In Variables ◽  
Varying Coefficient

scholarly journals Block Empirical Likelihood for Semiparametric Varying-Coefficient Partially Linear Errors-in-Variables Models with Longitudinal Data

2013 ◽  
Vol 2013 ◽  
pp. 1-6 ◽  
Author(s):  
Yafeng Xia ◽  
Hu Da
Keyword(s):  
Longitudinal Data ◽  
Likelihood Ratio ◽  
Empirical Likelihood ◽  
Likelihood Ratio Statistic ◽  
Likelihood Inference ◽  
Errors In Variables ◽  
Varying Coefficient ◽  
Mild Conditions ◽  
Partially Linear ◽  
Log Likelihood

Block empirical likelihood inference for semiparametric varying-coeffcient partially linear errors-in-variables models with longitudinal data is investigated. We apply the block empirical likelihood procedure to accommodate the within-group correlation of the longitudinal data. The block empirical log-likelihood ratio statistic for the parametric component is suggested. And the nonparametric version of Wilk’s theorem is derived under mild conditions. Simulations are carried out to access the performance of the proposed procedure.

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