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Abstract:
Generalized linear measurement error models, such as Gaussian regression, Poisson regression and logistic regression, are considered. To eliminate the effects of measurement error on parameter estimation, a corrected empirical likelihood method is proposed to make statistical inference for a class of generalized linear measurement error models based on the moment identities of the corrected score function. The asymptotic distribution of the empirical log-likelihood ratio for the regression parameter is proved to be a Chi-squared distribution under some regularity conditions. The corresponding maximum empirical likelihood estimator of the regression parameter pi is derived, and the asymptotic normality is shown. Furthermore, we consider the construction of the confidence intervals for one component of the regression parameter by using the partial profile empirical likelihood. Simulation studies are conducted to assess the finite sample performance. A real data set from the ACTG 175 study is used for illustrating the proposed method.
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Source :
SCIENCE CHINA-MATHEMATICS
ISSN: 1674-7283
Year: 2015
Issue: 7
Volume: 58
Page: 1523-1536
1 . 4 0 0
JCR@2022
ESI Discipline: MATHEMATICS;
ESI HC Threshold:82
JCR Journal Grade:2
CAS Journal Grade:3
Cited Count:
WoS CC Cited Count: 19
SCOPUS Cited Count: 18
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count:
Chinese Cited Count:
30 Days PV: 3
Affiliated Colleges: