Beijing University of Technology

About: Beijing University of Technology is a education organization based out in Beijing, Beijing, China. It is known for research contribution in the topics: Microstructure & Laser. The organization has 31929 authors who have published 31987 publications receiving 352112 citations. The organization is also known as: Běijīng Gōngyè Dàxué & Beijing Polytechnic University.

Empirical Likelihood Semiparametric Regression Analysis for Longitudinal Data

Abstract: A semiparametric regression model for longitudinal data is considered. The empirical likelihood method is used to estimate the regression coefficients and the baseline function, and to construct confidence regions and intervals. It is proved that the maximum empirical likelihood estimator of the regression coefficients achieves asymptotic efficiency and the estimator of the baseline function attains asymptotic normality when a bias correction is made. Two calibrated empirical likelihood approaches to inference for the baseline function are developed. We propose a groupwise empirical likelihood procedure to handle the inter-series dependence for the longitudinal semiparametric regression model, and employ bias correction to construct the empirical likelihood ratio functions for the parameters of interest. This leads us to prove a nonparametric version of Wilks' theorem. Compared with methods based on normal approximations, the empirical likelihood does not require consistent estimators for the asymptotic variance and bias. A simulation compares the empirical likelihood and normal-based methods in terms of coverage accuracies and average areas/lengths of confidence regions/intervals.