This paper considers large sample inference for the regression parameter in a partially linear regression model with longitudinal data and a-mixing errors. The authors introduce an estimated empirical likelihood for t...This paper considers large sample inference for the regression parameter in a partially linear regression model with longitudinal data and a-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.展开更多
基金supported by the National Natural Science Foundation of China under Grant Nos.11271286,11271286,71171003,and 11226218Provincial Natural Science Research Project of Anhui Colleges under Grant No.KJ2011A032Anhui Provincial Natural Science Foundation under Grant Nos.1208085QA04 and 10040606Q03
文摘This paper considers large sample inference for the regression parameter in a partially linear regression model with longitudinal data and a-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.
