Empirical likelihood for partly linear models with errors in all variables

Li Yan and Xia Chen

Journal of Multivariate Analysis, 2014, vol. 130, issue C, 275-288

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: Empirical likelihood; Measurement error; Confidence regions; Coverage probability; Maximum empirical likelihood estimate (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (3)

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DOI: 10.1016/j.jmva.2014.06.007

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