Author： Chen Xia Cui Hengjian
Publisher： Taylor & Francis Ltd
ISSN： 0361-0926
Source： Communications in Statistics: Theory and Methods, Vol.38, Iss.15, 2009-09, pp. : 2498-2514
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Abstract
In this article, we consider the application of the empirical likelihood method to a partially linear single-index model. We focus on the case where some covariates are measured with additive errors. It is shown that the empirical log-likelihood ratio at the true parameter converges to the standard chi-square distribution. Simulations show that the proposed confidence region has coverage probability which is closer to the nominal level, as well as narrower than those of normal approximation method. A real data example is given.
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