EMPIRICAL LIKELIHOOD CONFIDENCE-INTERVALS FOR LINEAR-REGRESSION COEFFICIENTS

被引：95

作者：

CHEN, SX

机构：

[1] Australian National University, Canberra

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 1994年 / 49卷 / 01期

关键词：

BARTLETT CORRECTION; CONFIDENCE INTERVAL; COVERAGE; EDGEWORTH EXPANSION; EMPIRICAL LIKELIHOOD; SIMPLE LINEAR REGRESSION MODEL;

D O I：

10.1006/jmva.1994.1011

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：

Nonparametric versions of Wilks' theorem are proved for empirical likelihood estimators of slope and mean parameters for a simple linear regression model. They enable us to construct empirical likelihood confidence intervals for these parameters. The coverage errors of these confidence intervals are of order n-1 and can be reduced to order n-2 by Bartlett correction. (C) 1994 Academic Press, Inc.

引用

页码：24 / 40

页数：17