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作者:

Liu, Juanfang (Liu, Juanfang.) | Xue, Liugen (Xue, Liugen.) (学者:薛留根) | Tian, Ruiqin (Tian, Ruiqin.)

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摘要:

In this article, we consider statistical inference for longitudinal partial linear models when the response variable is sometimes missing with missingness probability depending on the covariate that is measured with error. A generalized empirical likelihood (GEL) method is proposed by combining correction attenuation and quadratic inference functions. The method that takes into consideration the correlation within groups is used to estimate the regression coefficients. Furthermore, residual-adjusted empirical likelihood (EL) is employed for estimating the baseline function so that undersmoothing is avoided. The empirical log-likelihood ratios are proven to be asymptotically Chi-squared, and the corresponding confidence regions for the parameters of interest are then constructed. Compared with methods based on NAs, the GEL does not require consistent estimators for the asymptotic variance and bias. The numerical study is conducted to compare the performance of the EL and the normal approximation-based method, and a real example is analysed.

关键词:

Confidence region Generalized empirical likelihood Longitudinal data Measurement error Missing data Partially linear model

作者机构:

  • [ 1 ] [Liu, Juanfang]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 2 ] [Xue, Liugen]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 3 ] [Liu, Juanfang]Henan Normal Univ, Coll Math & Informat Sci, Xinxiang, Henan, Peoples R China
  • [ 4 ] [Tian, Ruiqin]Zhejiang Agr & Forestry Univ, Dept Stat, Hangzhou, Zhejiang, Peoples R China

通讯作者信息:

  • [Liu, Juanfang]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China

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来源 :

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS

ISSN: 0361-0926

年份: 2017

期: 19

卷: 46

页码: 9743-9762

0 . 8 0 0

JCR@2022

ESI学科: MATHEMATICS;

ESI高被引阀值:39

中科院分区:4

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