Empirical likelihood for semiparametric varying coeffcient partially linear models with longitudinal

来源 :2009 International Conference on Financial Statistics and Fi | 被引量 : 0次 | 上传用户:a281000075
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  Semi varying coefficient partially linear model is a very inclusive semi parametric model,which contains the partially linear model and varying coefficient model as its special cases.In this paper,we consider the empirical likelihood-based inference for a semi varying coefficient partially linear model with longitudinal data.An empirical likelihood ratio statistics for the parametric components is proposed and the nonparametric version of Wilks theorem is proved.Thus the confidence intervals/regions of the parametric component with asymptotically correct cover-age probabilities can be constructed.Some simulations are studied to illustrate the finite sample performance of the proposed method.
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