Empirical likelihood for generalized linear models with fixed and adaptive designs

被引：4

作者：

Yan, Li ^{[1
]}

Chen, Xia ^{[1
]}

机构：

[1] Shaanxi Normal Univ, Coll Math & Informat Sci, Xian 710062, Peoples R China

来源：

STATISTICS | 2015年 / 49卷 / 05期

基金：

中国国家自然科学基金;

关键词：

generalized linear models; empirical likelihood; confidence regions; coverage probability; maximum empirical likelihood estimate; STRONG CONSISTENCY; CONFIDENCE-INTERVALS; INFERENCE; REGIONS;

D O I：

10.1080/02331888.2014.929135

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Empirical likelihood inference for generalized linear models with fixed and adaptive designs is considered. It is shown that the empirical log-likelihood ratio at the true parameters converges to the standard chi-square distribution. Furthermore, we obtain the maximum empirical likelihood estimate of the unknown parameter and the resulting estimator is shown to be asymptotically normal. Some simulations are conducted to illustrate the proposed method.

引用

页码：978 / 988

页数：11

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