Empirical Likelihood for Varying Coefficient EV Models under Longitudinal Data  

作　　者：Qiang LIU 

机构地区：[1]School of Statistics, Capital University of Economics and Business

出　　处：《Acta Mathematicae Applicatae Sinica》2018年第3期585-596,共12页应用数学学报（英文版）

基　　金：Supported by National Social Science Foundation of China(16BTJ015)

摘　　要：In this paper, a varying coefficient errors-in-variables model under longitudinal data is investigated.An empirical likelihood based bias-correction approach is proposed. It is proved that the proposed statistics are asymptotically chi-squared under some mild conditions, and hence can be used to construct the confidence regions of the parameters of interest. Finite sample performance of the proposed method is illustrated in a simulation study. The proposed methods are applied to an AIDS clinical trial dataset.In this paper, a varying coefficient errors-in-variables model under longitudinal data is investigated.An empirical likelihood based bias-correction approach is proposed. It is proved that the proposed statistics are asymptotically chi-squared under some mild conditions, and hence can be used to construct the confidence regions of the parameters of interest. Finite sample performance of the proposed method is illustrated in a simulation study. The proposed methods are applied to an AIDS clinical trial dataset.

关 键 词：varying coefficient EV model longitudinal Data empirical likelihood bias-correction asymptotic normality 

分 类 号：O212[理学—概率论与数理统计]