Title of article
Empirical likelihood for partly linear models with errors in all variables
Author/Authors
Yan، نويسنده , , Li and Chen، نويسنده , , Xia، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 2014
Pages
14
From page
275
To page
288
Abstract
In this paper, we consider the application of the empirical likelihood method to a partly linear model with measurement errors in possibly all the variables. It is shown that the empirical log-likelihood ratio at the true parameters converges to the standard chi-square distribution. Also, a class of estimators for the parameter are constructed, and the asymptotic distributions of the proposed estimators are obtained. Some simulations and an application are conducted to illustrate the proposed method.
Keywords
Confidence regions , Coverage probability , Empirical likelihood , Maximum empirical likelihood estimate , Measurement error
Journal title
Journal of Multivariate Analysis
Serial Year
2014
Journal title
Journal of Multivariate Analysis
Record number
1566799
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