Empirical Likelihood Inferences for Semiparametric Varying-Coefficient Partially Linear Models with Longitudinal Data |
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Authors: | Peixin Zhao Liugen Xue |
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Affiliation: | 1. College of Applied Sciences , Beijing University of Technology , Beijing, China;2. Department of Mathematics , Hechi University , Yizhou, Guangxi, China zpx81@163.com;4. College of Applied Sciences , Beijing University of Technology , Beijing, China |
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Abstract: | In this article, empirical likelihood inferences for semiparametric varying-coefficient partially linear models with longitudinal data are investigated. We propose a groupwise empirical likelihood procedure to handle the inter-series dependence of the longitudinal data. By using residual-adjustment, an empirical likelihood ratio function for the nonparametric component is constructed, and a nonparametric version Wilks' phenomenons is proved. Compared with methods based on normal approximations, the empirical likelihood does not require consistent estimators for the asymptotic variance and bias. A simulation study is undertaken to assess the finite sample performance of the proposed confidence regions. |
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Keywords: | Empirical likelihood Longitudinal data Semiparametric varying-coefficient partially linear model |
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