Title of article :
Empirical likelihood for partly linear models with errors in all variables
Author/Authors :
Yan، نويسنده , , Li and Chen، نويسنده , , Xia، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 2014
Abstract :
In this paper, we consider the application of the empirical likelihood method to a partly linear model with measurement errors in possibly all the variables. It is shown that the empirical log-likelihood ratio at the true parameters converges to the standard chi-square distribution. Also, a class of estimators for the parameter are constructed, and the asymptotic distributions of the proposed estimators are obtained. Some simulations and an application are conducted to illustrate the proposed method.
Keywords :
Confidence regions , Coverage probability , Empirical likelihood , Maximum empirical likelihood estimate , Measurement error
Journal title :
Journal of Multivariate Analysis
Journal title :
Journal of Multivariate Analysis