Abstract:
:In the analysis of longitudinal or panel data, neglecting the serial correlations among the repeated measurements within subjects may lead to inefficient inference. In particular, when the number of repeated measurements is large, it may be desirable to model the serial correlations more generally. An appealing approach is to accommodate the serial correlations nonparametrically. In this article, we propose a moving blocks empirical likelihood method for general estimating equations. Asymptotic results are derived under sequential limits. Simulation studies are conducted to investigate the finite sample performances of the proposed methods and compare them with the elementwise and subject-wise empirical likelihood methods of Wang et al. (2010, Biometrika 97, 79-93) and the block empirical likelihood method of You et al. (2006, Can. J. Statist. 34, 79-96). An application to an AIDS longitudinal study is presented.
journal_name
Biometricsjournal_title
Biometricsauthors
Qiu J,Wu Ldoi
10.1111/biom.12317subject
Has Abstractpub_date
2015-09-01 00:00:00pages
616-24issue
3eissn
0006-341Xissn
1541-0420journal_volume
71pub_type
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