Block Empirical Likelihood for Longitudinal Single-Index Varying-Coefficient Model
Joint Authors
Lin, Lu
Jian, Ling
Song, Yunquan
Source
Journal of Applied Mathematics
Issue
Vol. 2013, Issue 2013 (31 Dec. 2013), pp.1-10, 10 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2013-10-03
Country of Publication
Egypt
No. of Pages
10
Main Subjects
Abstract EN
In this paper, we consider a single-index varying-coefficient model with application to longitudinal data.
In order to accommodate the within-group correlation, we apply the block empirical likelihood procedure to longitudinal single-index varying-coefficient model, and prove a nonparametric version of Wilks’ theorem which can be used to construct the block empirical likelihood confidence region with asymptotically correct coverage probability for the parametric component.
In comparison with normal approximations, the proposed method does not require a consistent estimator for the asymptotic covariance matrix, making it easier to conduct inference for the model's parametric component.
Simulations demonstrate how the proposed method works.
American Psychological Association (APA)
Song, Yunquan& Jian, Ling& Lin, Lu. 2013. Block Empirical Likelihood for Longitudinal Single-Index Varying-Coefficient Model. Journal of Applied Mathematics،Vol. 2013, no. 2013, pp.1-10.
https://search.emarefa.net/detail/BIM-498476
Modern Language Association (MLA)
Song, Yunquan…[et al.]. Block Empirical Likelihood for Longitudinal Single-Index Varying-Coefficient Model. Journal of Applied Mathematics No. 2013 (2013), pp.1-10.
https://search.emarefa.net/detail/BIM-498476
American Medical Association (AMA)
Song, Yunquan& Jian, Ling& Lin, Lu. Block Empirical Likelihood for Longitudinal Single-Index Varying-Coefficient Model. Journal of Applied Mathematics. 2013. Vol. 2013, no. 2013, pp.1-10.
https://search.emarefa.net/detail/BIM-498476
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-498476