Empirical Likelihood Inference for a Partially Linear Errors-in-variables Model with Covariate Data Missing at Random

作     者：Shan-shan WANG Heng-jian CUI 

作者机构：School of Economics and ManagementBeihang UniversityBeijing 100191China Beijing Key Laboratory of Emergency Support Simulation Technologies for City OperationsBeijing 100191China School of Mathematical Sciences&:BCMIISCapital Normal UniversityBeijing 100048China 

出 版 物：《Acta Mathematicae Applicatae Sinica》 (应用数学学报（英文版）)

年 卷 期：2016年第32卷第2期

页      面：305-318页

核心收录：

学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 070103[理学-概率论与数理统计] 0701[理学-数学] 

基　　金：supported by National Natural Science Foundation of China(Grant No.71420107025) supported by National Natural Science Foundation of China under Grant Nos.11071022 11028103 11231010 

主　　题：chi-square distribution confidence region coverage probability empirical likelihood partiallylinear model 

摘      要：The authors study the empirical likelihood method for partially linear errors-in-variables model with covariate data missing at random. Empirical likelihood ratios for the regression coeffidents and the baseline function are investigated, and the corresponding empirical log-likelihood ratios are proved to be asymptotically standard chi-squared, which can be used to construct confidence regions. The finite sample behavior of the proposed methods is evaluated by a simulation study which indicates that the proposed methods are comparable in terms of coverage probabilities and average length of confidence intervals. Finally, the Earthquake Magnitude dataset is used to illustrate our proposed method.