Empirical Likelihood Inference for a Partially Linear Model under Longitudinal Data
2013 ◽
Vol 353-356
◽
pp. 3355-3358
Keyword(s):
In this paper, a partially linear model under longitudinal data is considered. In order to take into consideration the within-subject correlation structure of the repeated measurements, an empirical likelihood incorporating the correlation structure is developed. The asymptotic normality of the maximum empirical likelihood estimates of the regression coefficients is obtained. It also can be shown that the proposed empirical likelihood ratio is asymptotically standard chi-square. The results can be used directly to construct the asymptotic confidence regions of the regression coefficients. The convergence rate of the baseline function is derived.
2016 ◽
Vol 46
(19)
◽
pp. 9743-9762
2008 ◽
Vol 51
(1)
◽
pp. 115-130
◽
Keyword(s):
2014 ◽
Vol 43
(10)
◽
pp. 2252-2263
2015 ◽
Vol 68
(5)
◽
pp. 977-1000
◽
Keyword(s):
2013 ◽
Vol 26
(2)
◽
pp. 232-248
◽
2012 ◽
Vol 105
(1)
◽
pp. 85-111
◽
Keyword(s):
2009 ◽
Vol 139
(12)
◽
pp. 4143-4153
◽
Keyword(s):
2011 ◽
Vol 40
(17)
◽
pp. 3119-3140
◽
Keyword(s):
2016 ◽
Vol 46
(22)
◽
pp. 11228-11242
Keyword(s):