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Empirical likelihood for nonparametric parts in semiparametric varying-coefficient partially linear models

机译:半参数变系数部分线性模型中非参数零件的经验似然

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摘要

Empirical-likelihood-based inference for the nonparametric parts in semiparametric varying-coefficient partially linear (SVCPL) models is investigated. An empirical log-likelihood approach to construct the confidence regions/intervals of the nonparametric parts is developed. An estimated empirical likelihood ratio is proved to be asymptotically standard chi(2)-limit. A simulation study indicates that, compared with a normal approximation-based approach and the bootstrap method, the proposed method described herein works better in terms of coverage probabilities and average areas/widths of confidence regions/bands. An application to a real data set is illustrated.
机译:研究了半参数变系数部分线性(SVCPL)模型中非参数部分的基于经验似然推断。开发了一种经验对数似然法来构造非参数部分的置信区域/区间。估计的经验似然比被证明是渐近标准chi(2)-极限。仿真研究表明,与基于普通逼近的方法和自举方法相比,本文介绍的方法在覆盖概率和置信区域/频带的平均面积/宽度方面效果更好。示出了对真实数据集的应用。

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