Inference Based on Empirical Likelihood for Varying Coefficient Model with Random Effect

Wanbin  Li; Liugen  Xue

doi:10.4236/ojs.2013.36A006

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OJS Vol.3 No.6 A , December 2013

Inference Based on Empirical Likelihood for Varying Coefficient Model with Random Effect

Wanbin Li, Liugen Xue

Abstract: In this article, we develop a statistical inference technique for the unknown coefficient functions in the varying coeffi- cient model with random effect. A residual-adjusted block empirical likelihood (RABEL) method is suggested to inves- tigate the model by taking the within-subject correlation into account. Due to the residual adjustment, the proposed RABEL is asymptotically chi-squared distribution. We illustrate the large sample performance of the proposed method via Monte Carlo simulations and a real data application.

Keywords: Varying Coefficient Model; Random Effect; Empirical Likelihood; Longitudinal Data

Cite this paper: W. Li and L. Xue, "Inference Based on Empirical Likelihood for Varying Coefficient Model with Random Effect," Open Journal of Statistics, Vol. 3 No. 6, 2013, pp. 52-59. doi: 10.4236/ojs.2013.36A006.

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