考虑纵向数据部分线性模型,针对纵向数据个体内的相关性特点,通过引入估计的作业协方差矩阵,构造了模型中未知参数的三种经验对数似然比统计量.在适当条件下,证明了所提出的统计量依分布收敛于X^2分布,所得结果可以构造未知参数的置信域.最后通过模拟研究对所提方法进行了说明.
In this paper, we consider partially linear model for longitudinal data. Due to the correlation within subjects, three generalized empirical log-likelihood ratio statistics for the unknown parameters in the model are suggested by introducing the estimated working covariance matrix. It is proved that the proposed statistics are asymptotically chi-square distribution under some suitable conditions, and hence they can be used to construct the confidence regions of the parameters. A simulation study is conducted to illustrate our methods.