title: 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.
authors.affiliation: School of Mathematics and Statistics, Zhejiang University of Finance and Economics, Hangzhou, Zhejiang, 310018, P. R. China.
authors.forename: Jin
authors.initials: J
authors.lastname: Qiu
authors.affiliation: Department of Statistics, University of British Columbia, 2207 Main Mall, Vancouver, BC, Canada V6T 1Z4.
authors.forename: Lang
authors.initials: L
authors.lastname: Wu
mesh_terms: D000465:Algorithms; D000998:Antiviral Agents / Q000627:therapeutic use*; D003198:Computer Simulation; D003627:Data Interpretation, Statistical; D015658:HIV Infections / Q000175:diagnosis / Q000188:drug therapy* / Q000453:epidemiology*; D006801:Humans; D016013:Likelihood Functions; D008137:Longitudinal Studies; D017063:Outcome Assessment, Health Care / Q000379:methods; D015995:Prevalence; D015203:Reproducibility of Results; D018570:Risk Assessment / Q000379:methods; D012680:Sensitivity and Specificity; D016896:Treatment Outcome
chemical_list: D000998:Antiviral Agents
keywords: Empirical likelihood; General estimating equation; Longitudinal data; Nonparametric method; Serial correlation