Empirical likelihood for generalized linear models with fixed and adaptive designs |
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Authors: | Li Yan |
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Affiliation: | College of Mathematics and Information Science, Shaanxi Normal University, Xi'an 710062, People's Republic of China |
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Abstract: | Empirical likelihood inference for generalized linear models with fixed and adaptive designs is considered. It is shown that the empirical log-likelihood ratio at the true parameters converges to the standard chi-square distribution. Furthermore, we obtain the maximum empirical likelihood estimate of the unknown parameter and the resulting estimator is shown to be asymptotically normal. Some simulations are conducted to illustrate the proposed method. |
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Keywords: | generalized linear models empirical likelihood confidence regions coverage probability maximum empirical likelihood estimate |
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