Estimation of the linear EV model with censored data |
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Authors: | Qiang Liu |
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Institution: | School of Statistics, Capital University of Economics and Business, Beijing 100070, China |
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Abstract: | In this paper, a censored linear errors-in-variables model is investigated. The asymptotic normality of the unknown parameter's estimator is obtained. Two empirical log-likelihood ratio statistics for the unknown parameter in the model are suggested. It is proved that the proposed statistics are asymptotically chi-squared under some mild conditions, and hence can be used to construct the confidence regions of the parameter of interest. Finite sample performance of the proposed method is illustrated in a simulation study. |
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Keywords: | Linear EV model Censored data Asymptotic normality Empirical likelihood |
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