Penalized empirical likelihood for generalized linear models with longitudinal data

Penalized empirical likelihood for generalized linear models with longitudinal data is considered. It is shown that the penalized empirical likelihood estimators have the oracle property. Also, we conclude that the asymptotic distribution of penalized empirical likelihood ratio test statistic is a chi-square distribution. The finite sample performance of the proposed method is evaluated by some simulations and a real data example.

Automated summary

The penalized empirical likelihood for generalized linear models with longitudinal data is discussed, showing that the estimators have the oracle property. It is also concluded that the asymptotic distribution of the penalized empirical likelihood ratio test statistic is a chi-square distribution. The method's finite sample performance is evaluated through simulations and a real data example.