• 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