Empirical Likelihood for Generalized Partially Linear Single-index Models

Zhuoxi Yu, Bing He and Min Chen

Communications in Statistics - Theory and Methods, 2014, vol. 43, issue 19, 4156-4163

Abstract: Empirical-likelihood based inference for the parameters in a generalized partially linear single-index models (GPLSIM) is investigated. Based on the local linear estimators of the nonparametric parts of the GPLSIM, an estimated empirical likelihood-based statistic of the parametric components is proposed. We show that the resulting statistic is asymptotically standard chi-squared distributed, the confidence regions for the parametric components are constructed. Some simulations are conducted to illustrate the proposed method.

Date: 2014
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DOI: 10.1080/03610926.2012.719989

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