Empirical likelihood for partially linear models

In this paper, we consider the application of the empirical likelihood method to partially linear model. Unlike the usual cases, we first propose an approximation to the residual of the model to deal with the nonparametric part sc that Owen's (1990) empirical likelihood approach can be applied. Then, under quite general conditions, we prove that the empirical log-likelihood ratio statistic is asymptotically chisquared distributed. Therefore, the empirical likelihood confidence regions can be constructed accordingly. (C) 2000 Academic Press AMS 1991 subject classifications: 62J99. 62G20, 62G15.