Empirical likelihood confidence region for the parameter in a partially linear errors-in-variables model

被引:49
作者
Li, Gaorong [1 ,2 ]
Xue, Liugen [2 ]
机构
[1] E China Normal Univ, Dept Stat, Shanghai 200241, Peoples R China
[2] Beijing Univ Technol, Coll Appl Sci, Beijing, Peoples R China
基金
中国国家自然科学基金;
关键词
chi-square distribution; confidence region; coverage probability; eempirical likelihood; partially linear errors-in-variables model;
D O I
10.1080/03610920801893913
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
In this article, a partially linear errors-in-variables model is considered, and empirical log-likelihood ratio statistic for the unknown parameter in the model is suggested. It is proved that the proposed statistic is asymptotically standard chi-square distribution under some suitable conditions, and hence it can be used to construct the confidence region of the parameter. A simulation study indicates that, in terms of coverage probabilities and average lengths of the confidence intervals, the proposed method performs better than the least-squares method.
引用
收藏
页码:1552 / 1564
页数:13
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