Empirical Likelihood Inference for a Partially Linear Model under Longitudinal Data

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In this paper, a partially linear model under longitudinal data is considered. In order to take into consideration the within-subject correlation structure of the repeated measurements, an empirical likelihood incorporating the correlation structure is developed. The asymptotic normality of the maximum empirical likelihood estimates of the regression coefficients is obtained. It also can be shown that the proposed empirical likelihood ratio is asymptotically standard chi-square. The results can be used directly to construct the asymptotic confidence regions of the regression coefficients. The convergence rate of the baseline function is derived.

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3355-3358

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August 2013

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© 2013 Trans Tech Publications Ltd. All Rights Reserved

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