Empirical likelihood for partial linear models with fixed designs

The empirical likelihood method of Owen [Owen, A., 1988. Empirical likelihood ratio confidence intervals for single functional. Biometrika 75, 237-249], is extended to partial linear models with fixed designs in this paper. A nonparametric version of Wilks' theorem is derived. The result is then used to construct confidence regions of the parameter vector in the partial linear models with asymptotically correct coverage probabilities.

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Year of publication:	1999
Authors:	Wang, Qi-Hua ; Jing, Bing-Yi
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 41.1999, 4, p. 425-433
Publisher:	Elsevier
Keywords:	Wilks' theorem Nonparametric regression Coverage probability

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005223455