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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. 6A, 2013, pp. 52-59. doi: 10.4236-ojs.2013.36A006.





Autor: Wanbin Li, Liugen Xue

Fuente: http://www.scirp.org/



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