| 纵向数据部分线性模型的广义经验似然推断 |
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| 引用本文： | 冯三营,樊明智.纵向数据部分线性模型的广义经验似然推断[J].数理统计与管理,2011,30(4):664-670. |
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| 作者姓名： | 冯三营 樊明智 |
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| 作者单位： | 1. 洛阳师范学院数学科学学院,河南洛阳,471022
2. 许昌学院教育技术与信息部,河南许昌,461000 |
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| 基金项目： | 北京市自然科学基金(1102008); 河南省教育厅自然科学基金(2008B110009,2008A110017) |
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| 摘 要： | 考虑纵向数据部分线性模型,针对纵向数据个体内的相关性特点,通过引入估计的作业协方差矩阵,构造了模型中未知参数的三种经验对数似然比统计量.在适当条件下,证明了所提出的统计量依分布收敛于χ~2分布,所得结果可以构造未知参数的置信域.最后通过模拟研究对所提方法进行了说明.
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| 关 键 词： | 纵向数据 部分线性模型 作业协方差矩阵 经验似然 置信域 |
Generalized Empirical Likelihood for Longitudinal Partially Linear Models |
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| FENG San-ying FAN Ming-zhi.Generalized Empirical Likelihood for Longitudinal Partially Linear Models[J].Application of Statistics and Management,2011,30(4):664-670. |
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| Authors: | FENG San-ying FAN Ming-zhi |
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| Institution: | FENG San-ying~1 FAN Ming-zhi~2 (1.College of Mathematics and Science,Luoyang Normal University,Henan Luoyang 471022,China,2. Department of Education Technology and Information,Xuchang University,Henan Xuchang 461000,China) |
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| Abstract: | In this paper,we consider partially linear model for longitudinal data.Due to the correlation within subjects,three generalized empirical log-likelihood ratio statistics for the unknown parameters in the model are suggested by introducing the estimated working covariance matrix.It is proved that the proposed statistics are asymptotically chi-square distribution under some suitable conditions,and hence they can be used to construct the confidence regions of the parameters.A simulation study is conducted to i... |
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| Keywords: | longitudinal data partially linear model working covariance matrix empirical likelihood confidence region |
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