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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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.
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