张涛, 朱仲义. 纵向部分线性模型的分块经验似然的有效推断[J]. 应用概率统计, 2010, 26(3): 323-335.
引用本文: 张涛, 朱仲义. 纵向部分线性模型的分块经验似然的有效推断[J]. 应用概率统计, 2010, 26(3): 323-335.
Zhang Tao, Zhu Zhongyi. Efficient Inference Based on Block Empirical Likelihood for Longitudinal Partially Linear Regression Models[J]. Chinese Journal of Applied Probability and Statistics, 2010, 26(3): 323-335.
Citation: Zhang Tao, Zhu Zhongyi. Efficient Inference Based on Block Empirical Likelihood for Longitudinal Partially Linear Regression Models[J]. Chinese Journal of Applied Probability and Statistics, 2010, 26(3): 323-335.

纵向部分线性模型的分块经验似然的有效推断

Efficient Inference Based on Block Empirical Likelihood for Longitudinal Partially Linear Regression Models

  • 摘要: 本文考虑了纵向数据的部分线性模型. 在考虑个体内部相关性的情况下, 研究了回归系数的经验似然推断. 对于任意的工作协方差矩阵, 所给的经验似然比统计量服从渐近卡方分布, 由此可以构造回归参数的置信域. 模拟结果表明, 在正确指定个体相关结构的情况下, 推断的效率会显著的提高. 最后, 给出了案例分析.

     

    Abstract: Longitudinal data arises when subjects are followed over a period time. In this paper, we applied block empirical likelihood in partially linear regression model accounting for the within-subject correlation. For any working covariance matrix, an empirical log-likelihood ratio for the parametric components, which are of primary interest, is proposed, and the nonparametric version of the Wilk's theorem is derived. Simulations show that performance can be substantially improved by correctly specifying the correlation structure. At last, we illustrate the proposed method by analyzing an example in epidemiology.

     

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