On the accuracy of empirical likelihood confidence regions for linear regression model期刊界 All Journals 搜尽天下杂志传播学术成果专业期刊搜索期刊信息化学术搜索

On the accuracy of empirical likelihood confidence regions for linear regression model

Authors:	Song Xi Chen

Affiliation:	(1) Centre for Mathematics and Its Applications, Australian National University, GPO Box 4, ACT 2601 Canberra, Australia;(2) Present address: Division of Fisheries and Biometrics Unit, CSIRO Australia, GPO Box 1538, 7001 Hobart, Tasmania, Australia

Abstract:	The coverage errors of the empirical likelihood confidence regions for in a linear regression model,Y_i=x_i+_i, 1in, are of ordern^–1. Bartlett corrections may be employed to reduce the order of magnitude of the coverage errors ton^–2. For practical implementation of Bartlett correction, an empirical Bartlett correction is given.

Keywords:	Bartlett correction confidence regions coverage empirical likelihood linear regression model
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