Empirical likelihood dimension reduction inference for partially non-linear error-in-responses models with validation data

被引:0
|
作者
Xiao, Yanting [1 ,2 ]
Tian, Zheng [2 ]
Sun, Jin [1 ]
机构
[1] Xian Univ Technol, Dept Appl Math, Xian 710048, Shaanxi, Peoples R China
[2] Northwestern Polytech Univ, Dept Appl Math, Xian, Shaanxi, Peoples R China
基金
中国国家自然科学基金;
关键词
Confidence region; Empirical likelihood; Partially non linear model; Validation data; REGRESSION FUNCTION ESTIMATION; VARIABLES MODELS; COVARIABLES MODELS; PARAMETER;
D O I
10.1080/03610926.2014.978021
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In this article, partially non linear models when the response variable is measured with error and explanatory variables are measured exactly are considered. Without specifying any error structure equation, a semiparametric dimension reduction technique is employed. Two estimators of unknown parameter in non linear function are obtained and asymptotic normality is proved. In addition, empirical likelihood method for parameter vector is provided. It is shown that the estimated empirical log-likelihood ratio has asymptotic Chi-square distribution. A simulation study indicates that, compared with normal approximation method, empirical likelihood method performs better in terms of coverage probabilities and average length of the confidence intervals.
引用
收藏
页码:7103 / 7118
页数:16
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