Semiparametric empirical likelihood tests in varying coefficient partially linear models with repeated measurements

Q Mathematics

Statistical Methodology Pub Date : 2015-03-01 DOI:10.1016/j.stamet.2014.10.003

Peixin Zhao , Yiping Yang

引用次数: 3

Abstract

Varying coefficient partially linear models are commonly used for analyzing data measured repeatedly, such as longitudinal data and panel data. In this paper, the testing problem for varying coefficient partially linear models with repeated measurements is investigated. Based on the empirical likelihood method, the test statistics are constructed for some testing problems. The Wilks phenomenon of these test statistics is proved, and then the rejection regions are constructed. Some simulation studies are undertaken to investigate the power of the empirical likelihood based testing method.

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重复测量的变系数部分线性模型的半参数经验似然检验

变系数部分线性模型通常用于分析重复测量的数据，如纵向数据和面板数据。本文研究了具有重复测量的变系数部分线性模型的检验问题。基于经验似然法，对一些检验问题构造了检验统计量。首先证明了这些检验统计量的Wilks现象，然后构造了拒绝区域。一些模拟研究进行了调查的权力，经验似然为基础的测试方法。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Statistical Methodology STATISTICS & PROBABILITY-

CiteScore

0.59

自引率

0.00%

发文量

期刊介绍： Statistical Methodology aims to publish articles of high quality reflecting the varied facets of contemporary statistical theory as well as of significant applications. In addition to helping to stimulate research, the journal intends to bring about interactions among statisticians and scientists in other disciplines broadly interested in statistical methodology. The journal focuses on traditional areas such as statistical inference, multivariate analysis, design of experiments, sampling theory, regression analysis, re-sampling methods, time series, nonparametric statistics, etc., and also gives special emphasis to established as well as emerging applied areas.