Empirical likelihood inferences for semiparametric varying-coefficient partially linear errors-in-variables models with longitudinal data

Peixin Zhao and Liugen Xue

Journal of Nonparametric Statistics, 2009, vol. 21, issue 7, 907-923

Abstract: In this paper, empirical likelihood inferences for semiparametric varying-coefficient partially linear error-in-variables models with longitudinal data are investigated. By correcting the attenuation, we propose a corrected empirical likelihood ratio function for the parametric components and a residual-adjusted empirical likelihood ratio function for the nonparametric components. Wilks’ phenomenon is proved and the confidence regions for parametric components and nonparametric components are constructed. A simulation study is undertaken to assess the finite sample performance of the proposed confidence regions.

Date: 2009
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Citations: View citations in EconPapers (10)

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DOI: 10.1080/10485250902980576

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