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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.
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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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