Empirical Likelihood for Partially Linear Models
نویسندگان
چکیده
منابع مشابه
Empirical Likelihood for Partially Linear Models
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 a...
متن کاملEmpirical 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 کاملEmpirical likelihood method for linear transformation models
Empirical likelihood inferential procedure is proposed for right censored survival data under linear transformation models, which include the commonly used proportional hazards model as a special case. A log-empirical likelihood ratio test statistic for the regression coefficients is developed. We show that the proposed logempirical likelihood ratio test statistic converges to a standard chi-sq...
متن کاملAn Extended Empirical Likelihood for Generalized Linear Models
The paper considers improving the efficiency of parameter estimation of the quasi-likelihood in generalized linear models. The improvement is offered by employing the empirical likelihood and incorporating extra constraints which better utilize the provided variance structure of the models. We recommend a particular choice for the extra constraints to reduce the variance of the quasi-likelihood...
متن کاملEmpirical likelihood for generalized linear models with longitudinal data
In this paper, empirical likelihood-based inference for longitudinal data within the framework of generalized linear model is investigated. The proposed procedure takes into account the within-subject correlation without involving direct estimation of nuisance parameters in the correlation matrix and retains optimal even if the working correlation structure is misspecified. The proposed approac...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2000
ISSN: 0047-259X
DOI: 10.1006/jmva.1999.1866