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Empirical likelihood for partly linear models with errors in all variables.

Authors :
Li Yan
Xia Chen
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