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Empirical likelihood for parameters in an additive partially linear errors-in-variables model with longitudinal data
Affiliation:1. Shandong University Qilu Securities Institute for Financial Studies, Shandong University, Jinan 250014, China;2. School of Mathematics, Shandong University, Jinan 250014, China;3. Department of Mathematics, Hechi University, Yizhou 546300, China
Abstract:Empirical likelihood inferences for the parameter component in an additive partially linear errors-in-variables model with longitudinal data are investigated in this article. A corrected-attenuation block empirical likelihood procedure is used to estimate the regression coefficients, a corrected-attenuation block empirical log-likelihood ratio statistic is suggested and its asymptotic distribution is obtained. Compared with the method based on normal approximations, our proposed method does not require any consistent estimator for the asymptotic variance and bias. Simulation studies indicate that our proposed method performs better than the method based on normal approximations in terms of relatively higher coverage probabilities and smaller confidence regions. Furthermore, an example of an air pollution and health data set is used to illustrate the performance of the proposed method.
Keywords:Empirical likelihood  Additive partially linear model  Errors-in-variables  Longitudinal data
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