Empirical likelihood for the parametric part in partially linear errors-in-function models

Zhensheng Huang

Statistics & Probability Letters, 2012, vol. 82, issue 1, 63-66

Abstract: Partially linear errors-in-function models were proposed by Liang (2000), but their inferences have not been systematically studied. This article proposes an empirical likelihood method to construct confidence regions of the parametric components. Under mild regularity conditions, the nonparametric version of the Wilk’s theorem is derived. Simulation studies show that the proposed empirical likelihood method provides narrower confidence regions, as well as higher coverage probabilities than those based on the traditional normal approximation method.

Keywords: Confidence region; Empirical likelihood; Errors in function; Partially linear model (search for similar items in EconPapers)
Date: 2012
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spl.2011.08.020

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