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Empirical Likelihood Confidence Region for the Parameter in a Partially Linear Errors-in-Variables Model
Authors:Gaorong Li  Liugen Xue
Institution:1. Department of Statistics , East China Normal University , Shanghai, P.R. China;2. College of Applied Sciences, Beijing University of Technology , Beijing, P.R. China l_gaorong@emails.bjut.edu.cn;4. College of Applied Sciences, Beijing University of Technology , Beijing, P.R. China
Abstract:In this article, a partially linear errors-in-variables model is considered, and empirical log-likelihood ratio statistic for the unknown parameter in the model is suggested. It is proved that the proposed statistic is asymptotically standard chi-square distribution under some suitable conditions, and hence it can be used to construct the confidence region of the parameter. A simulation study indicates that, in terms of coverage probabilities and average lengths of the confidence intervals, the proposed method performs better than the least-squares method.
Keywords:Chi-square distribution  Confidence region  Coverage probability  Eempirical likelihood  Partially linear errors-in-variables model
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