Empirical Likelihood Analysis of Longitudinal Data Involving Within-subject Correlation

In this paper we use profile empirical likelihood to construct confidence regions for regression coefficients in partially linear model with longitudinal data. The main contribution is that the within-subject correlation is considered to improve estimation efficiency. We suppose a semi-parametric st...

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Bibliographic Details
Published in:Acta Mathematicae Applicatae Sinica 2012-10, Vol.28 (4), p.731-744
Main Authors: Hu, Shuang, Lin, Lu
Format: Article
Language:English
Subjects:
Applications of Mathematics
Math Applications in Computer Science
Mathematical and Computational Physics
Mathematics
Mathematics and Statistics
Theoretical
似然比统计量
协方差结构
纵向数据
经验似然
观测误差
误差估计
部分线性模型
非参数估计
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Summary:In this paper we use profile empirical likelihood to construct confidence regions for regression coefficients in partially linear model with longitudinal data. The main contribution is that the within-subject correlation is considered to improve estimation efficiency. We suppose a semi-parametric structure for the covariances of observation errors in each subject and employ both the first order and the second order moment conditions of the observation errors to construct the estimating equations. Although there are nonparametric variable in distribution after estimators, the empirical log-likelihood ratio statistic still tends to a standard Xp2 the nuisance parameters are profiled away. A data simulation is also conducted.
ISSN:0168-9673
1618-3932
DOI:10.1007/s10255-011-0070-1