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CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST 2010, 26(2) 190-206 DOI:
ISSN: 1001-4268 CN: 31-1256 |
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Empirical Likelihood Confidence Regions of the Parametersin Single-Index Models for Longitudinal Data |
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Li Gaorong,Feng Sanying,Xue Liugen |
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College of Applied Sciences,Beijing University of Technology
School of Finance and Statistics,East China Normal University
College of Mathematics and Science,Luoyang Normal University |
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Abstract��
In this paper, the single-index model for longitudinal data is considered, three empirical log-likelihood ratio statistics for the unknown parameters in the model are suggested to accommodate the independence of different subjects for longitudinal data. It is proved that the proposed statistics are asymptotically chi-square distribution under some suitable conditions, and hence they can be used to construct the confidence regions of the parameters. Furthermore, it is shown that the bias corrected empirical log-likelihood ratio shares some desired features. A simulation study is conducted to illustrate our methods. |
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Keywords��
Longitudinal data
single-index model
empirical likelihood
confidence region.
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Received 1900-01-01 Revised 1900-01-01 Online: |
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Corresponding Authors: Li Gaorong |
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