| 部分线性度量误差模型中的经验似然推断 |
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| 引用本文： | 刘锋,陈敏,邹捷中.部分线性度量误差模型中的经验似然推断[J].应用数学学报,2006,29(6):961-971. |
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| 作者姓名： | 刘锋 陈敏 邹捷中 |
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| 作者单位： | 1. 中南大学数学科学与计算技术学院,长沙,410075
2. 中国科学院数学与系统科学研究院,北京,100080 |
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| 基金项目： | 国家自然科学基金;中国科学院知识创新工程项目 |
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| 摘 要： | 部分线性度量误差模型(Partial linear measurement error model)是经典的部分线性模型的推广．在此模型中,我们假定解释变量含有度量误差．本文,我们把经验似然推广到部分线性度量误差模型,得到了非参数的Wilk's定理．我们的方法可以用来构建置信区间(域),也可以用来检验．数值模拟表明,我们的方法在构建的置信区间长度以及覆盖率方面有很好的结果．
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| 关 键 词： | 经验似然 部分线性模型 度量误差 Wilk’s定理 覆盖率 置信区间 |
| 收稿时间： | 2005-11-17 |
| 修稿时间： | 2005-11-172006-04-14 |
Empirical Likelihood inference for Partial Linear Measurement Error Model |
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| LIU FENG,CHEN MIN,ZOU JIEZHONG.Empirical Likelihood inference for Partial Linear Measurement Error Model[J].Acta Mathematicae Applicatae Sinica,2006,29(6):961-971. |
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| Authors: | LIU FENG CHEN MIN ZOU JIEZHONG |
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| Institution: | 1School of Mathematics and Computing Technology, Central South University, ChangSha 410075;2Academy of Mathematics and Systems Science, Chinese Academy of Science, Beijing 100080;3School of Mathematics and Computing Technology, Central South University, ChangSha 410075 |
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| Abstract: | The partial linear measurement error model is an alternative to the classical partial linear model, in which we assume that the independent variables are subject to error. In this paper, we extend empirical likelihood to partial linear errors-in-variables model, a nonparametric version of Wilk's theorem is derived. Simulation study shows that our method performs well not only in the probability as well. |
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| Keywords: | empirical likelihood partial linearmodel measurement error Wilk's theorem coverage probability confidence interval |
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