摘要
The authors study the empirical likelihood method for partially linear errors-in-variables model with covariate data missing at random. Empirical likelihood ratios for the regression coeffidents and the baseline function are investigated, and the corresponding empirical log-likelihood ratios are proved to be asymptotically standard chi-squared, which can be used to construct confidence regions. The finite sample behavior of the proposed methods is evaluated by a simulation study which indicates that the proposed methods are comparable in terms of coverage probabilities and average length of confidence intervals. Finally, the Earthquake Magnitude dataset is used to illustrate our proposed method.
The authors study the empirical likelihood method for partially linear errors-in-variables model with covariate data missing at random. Empirical likelihood ratios for the regression coeffidents and the baseline function are investigated, and the corresponding empirical log-likelihood ratios are proved to be asymptotically standard chi-squared, which can be used to construct confidence regions. The finite sample behavior of the proposed methods is evaluated by a simulation study which indicates that the proposed methods are comparable in terms of coverage probabilities and average length of confidence intervals. Finally, the Earthquake Magnitude dataset is used to illustrate our proposed method.
基金
supported by National Natural Science Foundation of China(Grant No.71420107025),supported by National Natural Science Foundation of China under Grant Nos.11071022,11028103,11231010
