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Author:

Wang, Xiuli (Wang, Xiuli.) | Li, Gaorong (Li, Gaorong.) (Scholars:李高荣) | Lin, Lu (Lin, Lu.)

Indexed by:

Scopus SCIE

Abstract:

In this paper, we apply empirical likelihood method to study the semi-parametric varying-coefficient partially linear errors-in-variables models. Empirical log-likelihood ratio statistic for the unknown parameter beta, which is of primary interest, is suggested. We show that the proposed statistic is asymptotically standard chi-square distribution under some suitable conditions, and hence it can be used to construct the confidence region for the parameter beta. Some simulations indicate that, in terms of coverage probabilities and average lengths of the confidence intervals, the proposed method performs better than the least-squares method. We also give the maximum empirical likelihood estimator (MELE) for the unknown parameter beta, and prove the MELE is asymptotically normal under some suitable conditions.

Keyword:

Partially linear regression model Confidence regions Empirical likelihood Errors-in-variables Varying-coefficient model

Author Community:

  • [ 1 ] [Wang, Xiuli]Shandong Univ, Sch Math Sci, Jinan 250100, Peoples R China
  • [ 2 ] [Lin, Lu]Shandong Univ, Sch Math Sci, Jinan 250100, Peoples R China
  • [ 3 ] [Wang, Xiuli]Shandong Normal Univ, Sch Math Sci, Jinan 250014, Peoples R China
  • [ 4 ] [Li, Gaorong]Beijing Univ Technol, Coll Appl Sci, Beijing 100022, Peoples R China

Reprint Author's Address:

  • [Wang, Xiuli]Shandong Univ, Sch Math Sci, Jinan 250100, Peoples R China

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Source :

METRIKA

ISSN: 0026-1335

Year: 2011

Issue: 2

Volume: 73

Page: 171-185

0 . 7 0 0

JCR@2022

ESI Discipline: MATHEMATICS;

JCR Journal Grade:3

CAS Journal Grade:4

Cited Count:

WoS CC Cited Count: 37

SCOPUS Cited Count: 37

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 6

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