JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE) ›› 2015, Vol. 50 ›› Issue (11): 127-134.doi: 10.6040/j.issn.1671-9352.0.2015.040

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Empirical likelihood inferences for longitudinal varying coefficient partially linear error-in-variables models with missing responses

ZHANG Ming-feng1, LIU Ze-hui2, ZHOU Xiao-shuang3   

  1. 1. Department of Science and Technology, Dezhou University, Dezhou 253023, Shandong, China;
    2. School of Finance and Statistics, East China Normal University, Shanghai 200062, China;
    3. School of Mathematical Sciences, Dezhou University, Dezhou 253023, Shandong, China
  • Received:2015-01-16 Revised:2015-07-22 Online:2015-11-20 Published:2015-12-09

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Abstract: Empirical likelihood inferences for the parameter component in varying coefficient partially linear errors-in-variables models with longitudinal data and missing responses were investigated. A corrected-attenuation block empirical likelihood procedure was used to estimate the unknown parameter vector, and a corrected-attenuation block empirical log-likelihood ratio statistic was suggested and its asymptotic distribution was obtained. Simulation results indicate that our proposed method performs better than the method based on normal approximations in terms of relatively higher coverage probabilities and smaller confidence regions.

Key words: empirical likelihood, missing data, longitudinal data, measurement error, varying coefficient partially linear model

CLC Number: 

  • O212.7
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