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Abstract:
In this article, a partially linear errors-in-variables model is considered, and empirical log-likelihood ratio statistic for the unknown parameter in the model is suggested. It is proved 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 of the parameter. A simulation study indicates that, in terms of coverage probabilities and average lengths of the confidence intervals, the proposed method performs better than the least-squares method.
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Source :
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
ISSN: 0361-0926
Year: 2008
Issue: 10
Volume: 37
Page: 1552-1564
0 . 8 0 0
JCR@2022
ESI Discipline: MATHEMATICS;
JCR Journal Grade:4
Cited Count:
WoS CC Cited Count: 34
SCOPUS Cited Count: 36
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count:
Chinese Cited Count:
30 Days PV: 5
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