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| 摘要: |
| 本文研究了纵向数据下部分非线性模型中未知参数的置信域的构造.利用经验似然方法,构造了非线性函数中未知参数的广义对数经验似然比统计量,证明了其渐近于卡方分布.同时,得到了未知参数的最大经验似然估计,并证明了其渐近正态性. |
| 关键词: 纵向数据 部分非线模型 经验似然 置信域 |
| DOI： |
| 分类号:O212.7 |
| 基金项目:国家自然科学基金(61303223;11501443);陕西省自然科学基金(2015JM1039);陕西省教育厅基金(2016JK1545);西安理工大学校基金(2015CX009). |
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| GENERALIZED EMPIRICAL LIKELIHOOD INFERENCE FOR PARTIALLY NONLINEAR MODELS WITH LONGITUDINAL DATA |
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XIAO Yan-ting,SUN Xiao-qing,SUN Jin
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| Abstract: |
| In this paper, we study the construction of confidence region for unknown parameter in partially nonlinear models with longitudinal data. By empirical likelihood method, the generalized empirical log-likelihood ratio for parameter in nonlinear function is proposed and shown to be asymptotically chi-square distribution. At the same time, the maximum empirical likelihood estimator of the parameter in nonlinear function is obtained and asymptotic normality is proved. |
| Key words: longitudinal data partially nonlinear models empirical likelihood confidence region |
