TITLE:
Robust Element-Wise Empirical Likelihood Estimation Method for Longitudinal Data
AUTHORS:
Tianyu Huang, Yali Fan, Zongren Sun
KEYWORDS:
Longitudinal Data, Element-Wise Empirical Likelihood, Robust Estimation Equation
JOURNAL NAME:
Journal of Applied Mathematics and Physics,
Vol.7 No.6,
June
30,
2019
ABSTRACT: For the regression model about longitudinal data, we
combine the robust estimation equation with the elemental empirical likelihood method, and propose an efficient robust
estimator, where the robust estimation equation is based on bounded scoring
function and the covariate depended weight
function. This method reduces the influence of outliers in response variables
and covariates on parameter estimation, takes into account the correlation
between data, and improves the efficiency of estimation. The simulation results
show that the proposed method is robust and efficient.