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Persistent link: https://www.econbiz.de/10014448614
We consider statistical inference for additive partial linear models when the linear covariate is measured with error. We propose attenuation-to-correction and simulation-extrapolation, simex, estimators of the parameter of interest. It is shown that the first resulting estimator is...
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Studying unified model averaging estimation for the situation with complicated data structure, we propose a novel weight choice criterion with a very general loss function based on cross-validation, and investigate asymptotic properties of the resulting averaging estimator. Under a unified...
Persistent link: https://www.econbiz.de/10013297140
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To make inference on in a linear regression model with missing responses, Wang and Rao [Wang, Q., Rao, J.N.K., 2001. Empirical likelihood for linear regression models under imputation for missing responses. Canad. J. Statist. 29, 597-608.] constructed an empirical likelihood (EL) statistic based...
Persistent link: https://www.econbiz.de/10005023227
Item nonresponse occurs frequently in sample surveys and other applications. Imputation is commonly used to fill in the missing item values in a random sample {Yi;i=1,...,n}. Fractional linear regression imputation, based on the model with independent zero mean errors [epsilon]i, is used to...
Persistent link: https://www.econbiz.de/10005153075
In this paper, we discuss the construction of the confidence intervals for the regression vector [beta] in a linear model under negatively associated errors. It is shown that the blockwise empirical likelihood (EL) ratio statistic for [beta] is asymptotically [chi]2-type distributed. The result...
Persistent link: https://www.econbiz.de/10008861550
Gini coefficient is among the most popular and widely used measures of income inequality in economic studies, with various extensions and applications in finance and other related areas. This paper studies confidence intervals on the Gini coefficient for simple random samples, using normal...
Persistent link: https://www.econbiz.de/10008866337