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Empirical likelihood for partly linear models with errors in all variables.
- Source :
-
Journal of Multivariate Analysis . Sep2014, Vol. 130, p275-288. 14p. - Publication Year :
- 2014
-
Abstract
- In this paper, we consider the application of the empirical likelihood method to a partly linear model with measurement errors in possibly all the variables. It is shown that the empirical log-likelihood ratio at the true parameters converges to the standard chi-square distribution. Also, a class of estimators for the parameter are constructed, and the asymptotic distributions of the proposed estimators are obtained. Some simulations and an application are conducted to illustrate the proposed method. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 0047259X
- Volume :
- 130
- Database :
- Academic Search Index
- Journal :
- Journal of Multivariate Analysis
- Publication Type :
- Academic Journal
- Accession number :
- 97045217
- Full Text :
- https://doi.org/10.1016/j.jmva.2014.06.007