TITLE:
Inference Based on Empirical Likelihood for Varying Coefficient Model with Random Effect
AUTHORS:
Wanbin Li, Liugen Xue
KEYWORDS:
Varying Coefficient Model; Random Effect; Empirical Likelihood; Longitudinal Data
JOURNAL NAME:
Open Journal of Statistics,
Vol.3 No.6A,
December
27,
2013
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.