Weighted empirical likelihood for generalized linear models with longitudinal data

doi:10.1016/j.jspi.2010.05.007

CORC > 上海财经大学 > 上海财经大学

	Weighted empirical likelihood for generalized linear models with longitudinal data
	Bai, Yang 1; Fung, Wing Kam 2; Zhu, Zhongyi 3
刊名	JOURNAL OF STATISTICAL PLANNING AND INFERENCE
	2010-11
卷号	140 期号:11 页码:3446-3456
关键词	Confidence region Empirical likelihood Generalized linear models Longitudinal data
ISSN号	0378-3758
DOI	10.1016/j.jspi.2010.05.007
英文摘要	In this paper, we introduce the empirical likelihood (EL) method to longitudinal studies. By considering the dependence within subjects in the auxiliary random vectors, we propose a new weighted empirical likelihood (WEL) inference for generalized linear models with longitudinal data. We show that the weighted empirical likelihood ratio always follows an asymptotically standard chi-squared distribution no matter which working weight matrix that we have chosen, but a well chosen working weight matrix can improve the efficiency of statistical inference. Simulations are conducted to demonstrate the accuracy and efficiency of our proposed WEL method, and a real data set is used to illustrate the proposed method. (C) 2010 Elsevier B.V. All rights reserved.
WOS研究方向	Mathematics
语种	英语
出版者	ELSEVIER SCIENCE BV
WOS记录号	WOS:000279997000044
内容类型	期刊论文
源URL	[http://10.2.47.112/handle/2XS4QKH4/2348]
专题	上海财经大学
通讯作者	Bai, Yang
作者单位	1.Shanghai Univ Finance & Econ, Sch Stat & Management, Shanghai, Peoples R China; 2.Univ Hong Kong, Dept Stat & Actuarial Sci, Hong Kong, Hong Kong, Peoples R China; 3.Fudan Univ, Sch Management, Dept Stat, Shanghai 200433, Peoples R China
推荐引用方式 GB/T 7714	Bai, Yang,Fung, Wing Kam,Zhu, Zhongyi. Weighted empirical likelihood for generalized linear models with longitudinal data[J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE,2010,140(11):3446-3456.
APA	Bai, Yang,Fung, Wing Kam,&Zhu, Zhongyi.(2010).Weighted empirical likelihood for generalized linear models with longitudinal data.JOURNAL OF STATISTICAL PLANNING AND INFERENCE,140(11),3446-3456.
MLA	Bai, Yang,et al."Weighted empirical likelihood for generalized linear models with longitudinal data".JOURNAL OF STATISTICAL PLANNING AND INFERENCE 140.11(2010):3446-3456.