Empirical likelihood for longitudinal partially linear model with α-mixing errors |
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Authors: | Guoliang Fan Hanying Liang |
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Affiliation: | 115. School of Mathematics & Physics, Anhui Polytechnic University, Wuhu, 241000, China 215. Department of Mathematics, Tongji University, Shanghai, 200092, China
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Abstract: | This paper considers large sample inference for the regression parameter in a partially linear regression model with longitudinal data and α-mixing errors. The authors introduce an estimated empirical likelihood for the regression parameter and show that its limiting distribution is a mixture of central chi-squared distributions. Also, the authors derive an adjusted empirical likelihood method which is shown to have a central chi-square limiting distribution. A simulation study is carried out to assess the performance of the empirical likelihood method. |
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