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Block Empirical Likelihood for Longitudinal Single-Index Varying-Coefficient Model

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  • Yunquan Song
  • Ling Jian
  • Lu Lin

Abstract

In this paper, we consider a single-index varying-coefficient model with application to longitudinal data. In order to accommodate the within-group correlation, we apply the block empirical likelihood procedure to longitudinal single-index varying-coefficient model, and prove a nonparametric version of Wilks’ theorem which can be used to construct the block empirical likelihood confidence region with asymptotically correct coverage probability for the parametric component. In comparison with normal approximations, the proposed method does not require a consistent estimator for the asymptotic covariance matrix, making it easier to conduct inference for the model's parametric component. Simulations demonstrate how the proposed method works.

Suggested Citation

  • Yunquan Song & Ling Jian & Lu Lin, 2013. "Block Empirical Likelihood for Longitudinal Single-Index Varying-Coefficient Model," Journal of Applied Mathematics, Hindawi, vol. 2013, pages 1-10, October.
    • Handle: RePEc:hin:jnljam:792196
    DOI: 10.1155/2013/792196
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