Empirical likelihood confidence regions of the parameters in a partially linear single-index model

2005 ◽  
Vol 48 (10) ◽  
pp. 1333 ◽  
Author(s):  
Liugen XUE
Keyword(s):  
Empirical Likelihood ◽  
Confidence Regions ◽  
Single Index ◽  
Index Model ◽  
Partially Linear ◽  
Single Index Model

scholarly journals Empirical Likelihood for Partially Linear Single-Index Models under Negatively Associated Errors

2021 ◽  
Vol 2021 ◽  
pp. 1-10
Author(s):  
Xin Qi ◽  
ZhuoXi Yu
Keyword(s):  
Empirical Likelihood ◽  
Likelihood Ratio Statistic ◽  
Confidence Regions ◽  
Likelihood Method ◽  
Negatively Associated ◽  
Single Index ◽  
Index Model ◽  
Partially Linear ◽  
Blockwise Empirical Likelihood ◽  
Parameters Of Interest

In this paper, the authors consider the application of the blockwise empirical likelihood method to the partially linear single-index model when the errors are negatively associated, which often exist in sequentially collected economic data. Thereafter, the blockwise empirical likelihood ratio statistic for the parameters of interest is proved to be asymptotically chi-squared. Hence, it can be directly used to construct confidence regions for the parameters of interest. A few simulation experiments are used to illustrate our proposed method.

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