Generalized empirical likelihood inference in semiparametric regression model for longitudinal data

Citation
Rong Li, Gao et al., Generalized empirical likelihood inference in semiparametric regression model for longitudinal data, Acta mathematica Sinica. English series (Print) , 24(12), 2008, pp. 2029-2040
ISSN journal
14398516
Volume
24
Issue
12
Year of publication
2008
Pages
2029 - 2040
Database
ACNP
SICI code
Abstract
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