Empirical Likelihood for Partially Linear Errors-in-variables Models with Longitudinal Data

被引：0
作者：
Li Yan
Xiao-yan Tan
Xia Chen
机构：
[1] Shaanxi Normal University,School of Mathematics and Statistics
来源：
Acta Mathematicae Applicatae Sinica, English Series | 2022年 / 38卷
关键词：
empirical likelihood; measurement error; confidence regions; coverage probability; longitudinal data; 62F12; 62G05;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
Empirical likelihood inference for partially linear errors-in-variables models with longitudinal data is investigated. Under regularity conditions, it is shown that the empirical log-likelihood ratio at the true parameters converges to the standard Chi-squared distribution. Furthermore, we consider some estimates of the unknown parameter and the resulting estimators are shown to be asymptotically normal. Some simulations and a real data analysis are given to illustrate the performance of the proposed method.
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页码：664 / 683
页数：19
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