Open Journal of Statistics

Volume 3, Issue 6 (December 2013)

ISSN Print: 2161-718X   ISSN Online: 2161-7198

Google-based Impact Factor: 0.53  Citations  

Inference Based on Empirical Likelihood for Varying Coefficient Model with Random Effect

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DOI: 10.4236/ojs.2013.36A006    3,633 Downloads   5,482 Views  
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ABSTRACT

In this article, we develop a statistical inference technique for the unknown coefficient functions in the varying coeffi- cient model with random effect. A residual-adjusted block empirical likelihood (RABEL) method is suggested to inves- tigate the model by taking the within-subject correlation into account. Due to the residual adjustment, the proposed RABEL is asymptotically chi-squared distribution. We illustrate the large sample performance of the proposed method via Monte Carlo simulations and a real data application.

Share and Cite:

W. Li and L. Xue, "Inference Based on Empirical Likelihood for Varying Coefficient Model with Random Effect," Open Journal of Statistics, Vol. 3 No. 6A, 2013, pp. 52-59. doi: 10.4236/ojs.2013.36A006.

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