Robust Element-Wise Empirical Likelihood Estimation Method for Longitudinal Data

• 作者: Tianyu Huang Yali Fan Zongren Sun
• 来源期刊: 应用数学与应用物理(英文)
• 学科: 数学
• 关键词: Longitudinal Data Element-Wise Empirical LIKELIHOOD ROBUST Estimation EQUATION
• 年，卷（期）: 2019,（6）
• 页码范围: 1408-1420
• 页数: 13页
• 分类号: O21

摘要

For the regression model about longitudinal data, we combine the robust estimation equation with the elemental empirical likelihood method, and propose an efficient robust estimator, where the robust estimation equation is based on bounded scoring function and the covariate depended weight function. This method reduces the influence of outliers in response variables and covariates on parameter estimation, takes into account the correlation between data, and improves the efficiency of estimation. The simulation results show that the proposed method is robust and efficient.