Empirical Likelihood Testing for Longitudinal Varying Coefficient Models

Chang Qing Liu

doi:10.4028/www.scientific.net/AMM.518.356

Paper Titles

Sustainable and Inclusive Development Products Applied to Form Engineers in the Citizenship
p.329

Sustainable Product Design: The Development of a Conceptual Model
p.335

New Application of Selection of Customized Lens Fitting in Optometry Services
p.343

Monitoring Nonlinear Batch Process Using Statis-Based Method
p.350

Empirical Likelihood Testing for Longitudinal Varying Coefficient Models
p.356

Research on Virtual Experiment Teaching Oriented to Innovative Ability Cultivation in Mechanical Engineering Curriculums
p.361

Product Development Model Oriented for the R&D Projects of the Brazilian Electricity Sector
p.366

Improved Binarization Method of QR Code Mobile Terminal
p.374

Design of the Electronic Waste Recycle Network System Based on GIS
p.381

HomeApplied Mechanics and MaterialsApplied Mechanics and Materials Vol. 518Empirical Likelihood Testing for Longitudinal...

Empirical Likelihood Testing for Longitudinal Varying Coefficient Models

Abstract:

By using the empirical likelihood method, a testing method is proposed for longitudinal varying coefficient models. Some simulations and a real data analysis are undertaken to investigate the power of the empirical likelihood based testing method.

You might also be interested in these eBooks

View Preview

Info:

Periodical:

Applied Mechanics and Materials (Volume 518)

Pages:

356-360

DOI:

https://doi.org/10.4028/www.scientific.net/AMM.518.356

Citation:

Cite this paper

Online since:

February 2014

Authors:

Chang Qing Liu*

Keywords:

Empirical Likelihood, Longitudinal Data, Model Testing, Varying Coefficient Models

Export:

RIS, BibTeX

Price:

Permissions CCC:

Request Permissions

Permissions PLS:

Request Permissions

Сopyright:

Citation:

* - Corresponding Author

References

[1] Z.W. Cai, J.Q. Fan and R.Z. Li: Efficient estimation and inferences for varying coefficient models. Journal of the American Statistical Association. Vol. 95 (2000), pp.888-902.

DOI: 10.1080/01621459.2000.10474280

Google Scholar

[2] L.G. Xue and L.X. Zhu: Empirical likelihood for a varying coefficient model with longitudinal data. Journal of the American Statistical Association. Vol. 102 (2007), pp.642-654.

DOI: 10.1198/016214507000000293

Google Scholar

[3] H.S. Wang and Y.C. Xia: Shrinkage estimation of the varying coefficient model. Journal of the American Statistical Association. Vol. 104 (2009), pp.747-757.

DOI: 10.1198/jasa.2009.0138

Google Scholar

[4] J.Q. Fan and W. Zhang: Simultaneous confidence bands and hypothesis testing in varying coefficient models. Scandinavian Journal of Statistics. Vol. 27 (2000), pp.715-731.

DOI: 10.1111/1467-9469.00218

Google Scholar

[5] A.B. Owen: Empirical likelihood ratio confidence intervals for a single functional. Biometrika. Vol. 74 (1988), p.237–249.

DOI: 10.1093/biomet/75.2.237

Google Scholar

[6] A.B. Owen: Empirical likelihood ratio confidence regions. The Annals of Statistics. Vol. 18 (1990), p.90–120.

Google Scholar

[7] J.Q. Fan and J. Zhang: Sieve empirical likelihood ratio test for nonparametric function. The Annals of Statistics. Vol. 32 (2004), p.1858–(1907).

Google Scholar

[8] L.X. Zhu, Y.S. Qin and W.L. Xu: The empirical likelihood goodness-of-fit test for regression model. Science in China Series A: Mathematics. Vol. 50 (2007), p.829–840.

DOI: 10.1007/s11425-007-0044-1

Google Scholar

[9] M.Q. Li and L. Peng: Empirical likelihood test via estimating equations. Journal of Statistical Planning and Inference. Vol. 141 (2011), p.2428–2439.

DOI: 10.1016/j.jspi.2011.02.001

Google Scholar

[10] F. Bravo: Generalized empirical likelihood testing in semiparametric conditional moment restrictions models. Econometrics Journal. Vol. 15 (2012), p.1–31.

DOI: 10.1111/j.1368-423x.2011.00354.x

Google Scholar

[11] W.L. Xu and L.X. Zhu: Goodness-of-fit testing for varying coefficient models. Metrika. Vol. 68 (2008), p.129–146.

DOI: 10.1007/s00184-007-0147-2

Google Scholar

[12] W.L. Xu and L.X. Zhu: A goodness-of-fit test for a varying coefficients model in longitudinal studies. Journal of Nonparametric Statistics. Vol. 21 (2009), p.427–440.

DOI: 10.1080/10485250902721806

Google Scholar