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Abstract:
In this paper, a partially linear single-index model is investigated, and three empirical log-likelihood ratio statistics for the unknown parameters in the model are suggested. It is proved that the proposed statistics are asymptotically standard chi-square under some suitable conditions, and hence can be used to construct the confidence regions of the parameters. Our methods can also deal with the confidence region construction for the index in the pure single-index model. A simulation study indicates that, in terms of coverage probabilities and average areas of the confidence regions, the proposed methods perform better than the least-squares method.
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Source :
SCIENCE IN CHINA SERIES A-MATHEMATICS
ISSN: 1006-9283
Year: 2005
Issue: 10
Volume: 48
Page: 1333-1348
JCR Journal Grade:3
Cited Count:
WoS CC Cited Count: 19
SCOPUS Cited Count: 19
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count:
Chinese Cited Count:
30 Days PV: 4
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