A moving blocks empirical likelihood method for longitudinal data.

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

Biometrics

journal_title

Biometrics

authors

Qiu J,Wu L

doi

10.1111/biom.12317

subject

Has Abstract

pub_date

2015-09-01 00:00:00

pages

616-24

issue

3

eissn

0006-341X

issn

1541-0420

journal_volume

71

pub_type

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