Inference Based on Empirical Likelihood for Varying Coefficient Model with Random Effect

• 作者: Liugen Xue Wanbin Li
• 来源期刊: 统计学期刊(英文)
• 学科: 数学
• 关键词: VARYING COEFFICIENT Model RANDOM Effect Empirical LIKELIHOOD Longitudinal Data
• 年，卷（期）: tjxqkyw_2013,（6）
• 页码范围: 52-59
• 页数: 8页
• 分类号: O21

摘要

In this article, we develop a statistical inference technique for the unknown coefficient functions in the varying coeffi- cient model with random effect. A residual-adjusted block empirical likelihood (RABEL) method is suggested to inves- tigate the model by taking the within-subject correlation into account. Due to the residual adjustment, the proposed RABEL is asymptotically chi-squared distribution. We illustrate the large sample performance of the proposed method via Monte Carlo simulations and a real data application.