Block Empirical Likelihood for Longitudinal Single-Index Varying-Coefficient Model
In this paper, we consider a single-index varying-coefficient model with application to longitudinal data. In order to accommodate the within-group correlation, we apply the block empirical likelihood procedure to longitudinal single-index varying-coefficient model, and prove a nonparametric version...
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| Format: | Article |
| Language: | English |
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Wiley
2013-01-01
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| Series: | Journal of Applied Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2013/792196 |
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| _version_ | 1850236764726231040 |
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| author | Yunquan Song Ling Jian Lu Lin |
| author_facet | Yunquan Song Ling Jian Lu Lin |
| author_sort | Yunquan Song |
| collection | DOAJ |
| description | In this paper, we consider a single-index varying-coefficient model with application to longitudinal data. In order to accommodate the within-group correlation, we apply the block empirical likelihood procedure to longitudinal single-index varying-coefficient model, and prove a nonparametric version of Wilks’ theorem which can be used to construct the block empirical likelihood confidence region with asymptotically correct coverage probability for the parametric component. In comparison with normal approximations, the proposed method does not require a consistent estimator for the asymptotic covariance matrix, making it easier to conduct inference for the model's parametric component. Simulations demonstrate how the proposed method works. |
| format | Article |
| id | doaj-art-1216fb6ab9a344d2966c4eee7f0c9cf4 |
| institution | OA Journals |
| issn | 1110-757X 1687-0042 |
| language | English |
| publishDate | 2013-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Journal of Applied Mathematics |
| spelling | doaj-art-1216fb6ab9a344d2966c4eee7f0c9cf42025-08-20T02:01:54ZengWileyJournal of Applied Mathematics1110-757X1687-00422013-01-01201310.1155/2013/792196792196Block Empirical Likelihood for Longitudinal Single-Index Varying-Coefficient ModelYunquan Song0Ling Jian1Lu Lin2Shandong University Qilu Securities Institute for Financial Studies and School of Mathematics, Shandong University, Jinan 250100, ChinaCollege of Science, China University of Petroleum, Qingdao 266580, ChinaShandong University Qilu Securities Institute for Financial Studies and School of Mathematics, Shandong University, Jinan 250100, ChinaIn this paper, we consider a single-index varying-coefficient model with application to longitudinal data. In order to accommodate the within-group correlation, we apply the block empirical likelihood procedure to longitudinal single-index varying-coefficient model, and prove a nonparametric version of Wilks’ theorem which can be used to construct the block empirical likelihood confidence region with asymptotically correct coverage probability for the parametric component. In comparison with normal approximations, the proposed method does not require a consistent estimator for the asymptotic covariance matrix, making it easier to conduct inference for the model's parametric component. Simulations demonstrate how the proposed method works.http://dx.doi.org/10.1155/2013/792196 |
| spellingShingle | Yunquan Song Ling Jian Lu Lin Block Empirical Likelihood for Longitudinal Single-Index Varying-Coefficient Model Journal of Applied Mathematics |
| title | Block Empirical Likelihood for Longitudinal Single-Index Varying-Coefficient Model |
| title_full | Block Empirical Likelihood for Longitudinal Single-Index Varying-Coefficient Model |
| title_fullStr | Block Empirical Likelihood for Longitudinal Single-Index Varying-Coefficient Model |
| title_full_unstemmed | Block Empirical Likelihood for Longitudinal Single-Index Varying-Coefficient Model |
| title_short | Block Empirical Likelihood for Longitudinal Single-Index Varying-Coefficient Model |
| title_sort | block empirical likelihood for longitudinal single index varying coefficient model |
| url | http://dx.doi.org/10.1155/2013/792196 |
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