Empirical Likelihood for Partially Linear Models
نویسندگان
چکیده
In this paper, we consider the application of the empirical likelihood method to partially linear model. Unlike the usual cases, we first propose an approximation to the residual of the model to deal with the nonparametric part so that Owen's (1990) empirical likelihood approach can be applied. Then, under quite general conditions, we prove that the empirical log-likelihood ratio statistic is asymptotically chisquared distributed. Therefore, the empirical likelihood confidence regions can be constructed accordingly. 2000 Academic Press AMS 1991 subject classifications: 62J99, 62G20, 62G15.
منابع مشابه
Empirical likelihood for heteroscedastic partially linear models
AMS 2000 subject classifications: 62F35 62G20 Keywords: Double robustness Empirical likelihood Heteroscedasticity Kernel estimation Partially linear model Semiparametric efficiency a b s t r a c t We make empirical-likelihood-based inference for the parameters in heteroscedastic partially linear models. Unlike the existing empirical likelihood procedures for heteroscedastic partially linear mod...
متن کاملDetection of Outliers and Influential Observations in Linear Ridge Measurement Error Models with Stochastic Linear Restrictions
The aim of this paper is to propose some diagnostic methods in linear ridge measurement error models with stochastic linear restrictions using the corrected likelihood. Based on the bias-corrected estimation of model parameters, diagnostic measures are developed to identify outlying and influential observations. In addition, we derive the corrected score test statistic for outliers detection ba...
متن کاملEmpirical likelihood in some nonparametric and semiparametric models
In this very selective overview, we summarise the recent developments by our own and other, on the empirical likelihood in some nonparametric and semiparametric regression models. The models include the partially linear model, the single-index model, the partially linear singleindex model, the varying coefficient model, and so on. The focus of this overview is to expatiate the adjustment and “b...
متن کاملTwo-step generalised empirical likelihood inference for semiparametric models
This paper shows how generalised empirical likelihood can be used to obtain valid asymptotic inference for the nite dimensional component of semiparametric models de ned by a set of moment conditions. The results of the paper are illustrated using two well-known semiparametric regression models: the partially linear single index model and the linear transformation model with random censoring.
متن کاملQuadratic inference functions for partially linear single-index models with longitudinal data
AMS 2000 subject classifications: 62G05 62G10 62G20 Keywords: Bias correction Generalized likelihood ratio Longitudinal data Partially linear single-index models QIF a b s t r a c t In this paper, we consider the partially linear single-index models with longitudinal data. We propose the bias-corrected quadratic inference function (QIF) method to estimate the parameters in the model by accounti...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 1999