Author(s)

Tianyu Huang, Yali Fan, Zongren Sun

College of Science, University of Shanghai for Science and Technology, Shanghai, China.

For the regression model about longitudinal data, we combine the robust estimation equation with the elemental empirical likelihood method, and propose an efficient robust estimator, where the robust estimation equation is based on bounded scoring function and the covariate depended weight function. This method reduces the influence of outliers in response variables and covariates on parameter estimation, takes into account the correlation between data, and improves the efficiency of estimation. The simulation results show that the proposed method is robust and efficient.

Longitudinal Data, Element-Wise Empirical Likelihood, Robust Estimation Equation

Huang, T. , Fan, Y. and Sun, Z. (2019) Robust Element-Wise Empirical Likelihood Estimation Method for Longitudinal Data. Journal of Applied Mathematics and Physics, 7, 1408-1420. doi: 10.4236/jamp.2019.76094.