• Media type: E-Book; Report
  • Title: Empirical likelihood-based dimension reduction inference for linear error-in-responses models with validation study
  • Contributor: Wang, Qihua [Author]; Härdle, Wolfgang [Author]
  • Published: Berlin: Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, 2002
  • Language: English
  • Keywords: error-in-response ; validation data ; confidence intervals
  • Origination:
  • Footnote: Diese Datenquelle enthält auch Bestandsnachweise, die nicht zu einem Volltext führen.
  • Description: In this paper, linear errors-in-response models are considered in the presence of validation data on the responses. A semiparametric dimension reduction technique is employed to define an estimator of Ø with asymptotic normality, the estimated empirical loglikelihoods and the adjusted empirical loglikelihoods for the vector of regression coefficients and linear combinations of the regression coefficients, respectively. The estimated empirical log-likelihoods are shown to be asymptotically distributed as weighted sums of independent Χ21 and the adjusted empirical loglikelihoods are proved to be asymptotically distributed as standard chi-squares, respectively. A simulation study is conducted to compare the proposed methods in terms of coverage accuracies and average lengths of the confidence intervals.
  • Access State: Open Access