Empirical likelihood for partially linear varying-coefficient models with missing response variables and error-prone covariates |
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Authors: | Chuanhua Wei Changlin Mei |
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Affiliation: | 1. Department of Statistics, School of Science, Minzu University of China, Beijing 100081, People’s Republic of China;2. School of Science, Xi’an Jiaotong University, Xi’an 710049, People’s Republic of China |
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Abstract: | In this study, the empirical likelihood method is applied to the partially linear varying-coefficient model in which some covariates are measured with additive errors and the response variable is sometimes missing. Based on the correction-for-attenuation technique, we define an empirical likelihood-based statistic for the parametric component and show that its limiting distribution is chi-square distribution. The confidence regions of the parameters are constructed accordingly. Furthermore, a simulation study is conducted to evaluate the performance of the proposed method. |
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