The Block Empirical Likelihood Method of the Semivarying Coefficient Model with Application to Longitudinal Data

doi:10.1080/03610920903584113

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	The Block Empirical Likelihood Method of the Semivarying Coefficient Model with Application to Longitudinal Data
	Hu, Xuemei 1,2
	2011
发表期刊	COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
ISSN	0361-0926
卷号	40 期号:8 页码:1342-1351
摘要	In this article, we consider a semivarying coefficient model with application to longitudinal data. In order to accommodate the within-group correlation, we apply the block empirical likelihood procedure to semivarying coefficient longitudinal data model, and prove a nonparametric version of Wilks' theorem which can be used to construct the block empirical likelihood confidence region with asymptotically correct coverage probability for the parametric component. In comparison with normal approximations, the proposed method does not require a consistent estimator for the asymptotic covariance matrix, making it easier to conduct inference for the model's parametric component. Simulations demonstrate how the proposed method works.
关键词	Block empirical likelihood Longitudinal data Semivarying coefficient model
DOI	10.1080/03610920903584113
语种	英语
资助项目	Natural Science Foundation Project of CQ CSTC[2009BB8221] ; National Natural Science Foundation Project of China[10871217] ; SCR of Chongqing Muncipal Education Commission[KJ100726]
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000287493000010
出版者	TAYLOR & FRANCIS INC
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/12255
专题	中国科学院数学与系统科学研究院
通讯作者	Hu, Xuemei
作者单位	1.ChongQing Technol & Business Univ, Sch Math & Stat, Chongqing, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China
推荐引用方式 GB/T 7714	Hu, Xuemei. The Block Empirical Likelihood Method of the Semivarying Coefficient Model with Application to Longitudinal Data[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,2011,40(8):1342-1351.
APA	Hu, Xuemei.(2011).The Block Empirical Likelihood Method of the Semivarying Coefficient Model with Application to Longitudinal Data.COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,40(8),1342-1351.
MLA	Hu, Xuemei."The Block Empirical Likelihood Method of the Semivarying Coefficient Model with Application to Longitudinal Data".COMMUNICATIONS IN STATISTICS-THEORY AND METHODS 40.8(2011):1342-1351.