Empirical Likelihood for Generalized Linear Models with Longitudinal Data

作     者：YIN Changming AI Mingyao CHEN Xia KONG Xiangshun YIN Changming;AI Mingyao;CHEN Xia;KONG Xiangshun

作者机构：School of Mathematics and Information ScienceGuangxi UniversityNanning 530004China LMAMSchool of Mathematical Sciences and Center for Statistical SciencePeking UniversityBeijing 100871China School of Mathematics and StatisticsShaanxi Normal UniversityXi'an 710062China School of Mathematics and StatisticsBeijing Institute of TechnologyBeijing 100081China 

出 版 物：《Journal of Systems Science & Complexity》 (系统科学与复杂性学报（英文版）)

年 卷 期：2023年第36卷第5期

页      面：2100-2124页

核心收录：

学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 070103[理学-概率论与数理统计] 0701[理学-数学] 

基　　金：supported by the Natural Science Foundation of China under Grant Nos.12031016,11061002,11801033,12071014 and 12131001 the National Social Science Fund of China under Grant No.19ZDA121 the Natural Science Foundation of Guangxi under Grant Nos.2015GXNSFAA139006 and LMEQF 

主　　题：Empirical likelihood ratio generalized linear model longitudinal data maximum empirical likelihood estimator 

摘      要：Generalized linear models are usually adopted to model the discrete or nonnegative *** this paper,empirical likelihood inference for fixed design generalized linear models with longitudinal data is *** some mild conditions,the consistency and asymptotic normality of the maximum empirical likelihood estimator are established,and the asymptotic χ^(2) distribution of the empirical log-likelihood ratio is also *** with the existing results,the new conditions are more weak and easy to *** simulations are presented to illustrate these asymptotic properties.