{"title":"Semiparametric empirical likelihood tests in varying coefficient partially linear models with repeated measurements","authors":"Peixin Zhao , Yiping Yang","doi":"10.1016/j.stamet.2014.10.003","DOIUrl":null,"url":null,"abstract":"<div><p><span>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 </span>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.</p></div>","PeriodicalId":48877,"journal":{"name":"Statistical Methodology","volume":"23 ","pages":"Pages 73-87"},"PeriodicalIF":0.0000,"publicationDate":"2015-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/j.stamet.2014.10.003","citationCount":"3","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Statistical Methodology","FirstCategoryId":"1085","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S1572312714000768","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q","JCRName":"Mathematics","Score":null,"Total":0}
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.
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.