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作者:

Li, Gao Rong (Li, Gao Rong.) (学者:李高荣) | Tian, Ping (Tian, Ping.) | Xue, Liu Gen (Xue, Liu Gen.) (学者:薛留根)

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摘要:

In this paper, we consider the semiparametric regression model for longitudinal data. Due to the correlation within groups, a generalized empirical log-likelihood ratio statistic for the unknown parameters in the model is suggested by introducing the working covariance matrix. It is proved that the proposed statistic is asymptotically standard chi-squared under some suitable conditions, and hence it can be used to construct the confidence regions of the parameters. A simulation study is conducted to compare the proposed method with the generalized least squares method in terms of coverage accuracy and average lengths of the confidence intervals.

关键词:

confidence region empirical likelihood longitudinal data semiparametric regression model

作者机构:

  • [ 1 ] [Li, Gao Rong]Beijing Univ Technol, Coll Appl Sci, Beijing 100022, Peoples R China
  • [ 2 ] [Xue, Liu Gen]Beijing Univ Technol, Coll Appl Sci, Beijing 100022, Peoples R China
  • [ 3 ] [Li, Gao Rong]E China Normal Univ, Sch Finance & Stat, Shanghai 200241, Peoples R China
  • [ 4 ] [Tian, Ping]Xuchang Univ, Dept Math, Xuchang 461000, Peoples R China

通讯作者信息:

  • 李高荣

    [Li, Gao Rong]Beijing Univ Technol, Coll Appl Sci, Beijing 100022, Peoples R China

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来源 :

ACTA MATHEMATICA SINICA-ENGLISH SERIES

ISSN: 1439-8516

年份: 2008

期: 12

卷: 24

页码: 2029-2040

0 . 7 0 0

JCR@2022

ESI学科: MATHEMATICS;

JCR分区:3

被引次数:

WoS核心集被引频次: 19

SCOPUS被引频次: 22

ESI高被引论文在榜: 0 展开所有

万方被引频次:

中文被引频次:

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