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Author:

Li, Gao Rong (Li, Gao Rong.) (Scholars:李高荣) | Tian, Ping (Tian, Ping.) | Xue, Liu Gen (Xue, Liu Gen.) (Scholars:薛留根)

Indexed by:

Scopus SCIE CSCD

Abstract:

In this paper, we consider the semiparametric regression model for longitudinal data. Due to the correlation within groups, a generalized empirical log-likelihood ratio statistic for the unknown parameters in the model is suggested by introducing the working covariance matrix. It is proved that the proposed statistic is asymptotically standard chi-squared under some suitable conditions, and hence it can be used to construct the confidence regions of the parameters. A simulation study is conducted to compare the proposed method with the generalized least squares method in terms of coverage accuracy and average lengths of the confidence intervals.

Keyword:

semiparametric regression model empirical likelihood confidence region longitudinal data

Author Community:

  • [ 1 ] [Li, Gao Rong]Beijing Univ Technol, Coll Appl Sci, Beijing 100022, Peoples R China
  • [ 2 ] [Xue, Liu Gen]Beijing Univ Technol, Coll Appl Sci, Beijing 100022, Peoples R China
  • [ 3 ] [Li, Gao Rong]E China Normal Univ, Sch Finance & Stat, Shanghai 200241, Peoples R China
  • [ 4 ] [Tian, Ping]Xuchang Univ, Dept Math, Xuchang 461000, Peoples R China

Reprint Author's Address:

  • 李高荣

    [Li, Gao Rong]Beijing Univ Technol, Coll Appl Sci, Beijing 100022, Peoples R China

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Source :

ACTA MATHEMATICA SINICA-ENGLISH SERIES

ISSN: 1439-8516

Year: 2008

Issue: 12

Volume: 24

Page: 2029-2040

0 . 7 0 0

JCR@2022

ESI Discipline: MATHEMATICS;

JCR Journal Grade:3

Cited Count:

WoS CC Cited Count: 19

SCOPUS Cited Count: 22

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 4

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