In this paper, empirical likelihood-based inference procedure via composite quantile regression with longitudinal data is investigated. By incorporating correlation within subjects, the proposed method produces more efficient and robust estimators. The theoretical properties of the resulting composite quantile regression empirical likelihood estimator (CQREL) are established. The proposed empirical log-likelihood ratio statistics has an asymptotic standard chi-square distribution, and hence the confidence region for the parameter of interest can be constructed. Simulation studies indicate that the proposed empirical likelihood procedure has good performance.
LIU JiaLe
,
HUANG Bin
. Empirical likelihood-based inference via composite quantile regression with longitudinal data[J]. Journal of Beijing University of Chemical Technology, 2020
, 47(1)
: 107
-112
.
DOI: 10.13543/j.bhxbzr.2020.01.017
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