Empirical Likelihood for a Heteroscedastic Partial Linear Model
β Scribed by Fan, Guo-Liang; Liang, Han-Ying; Xu, Hong-Xia
- Book ID
- 126701670
- Publisher
- Taylor and Francis Group
- Year
- 2011
- Tongue
- English
- Weight
- 272 KB
- Volume
- 40
- Category
- Article
- ISSN
- 0361-0926
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π SIMILAR VOLUMES
In this paper, we consider the application of the empirical likelihood method to partially linear model. Unlike the usual cases, we first propose an approximation to the residual of the model to deal with the nonparametric part so that Owen's (1990) empirical likelihood approach can be applied. Then
Consider the partial linear model Y i =X { i ;+ g(T i )+= i , i=1, ..., n, where ; is a p\_1 unknown parameter vector, g is an unknown function, X i 's are p\_1 observable covariates, T i 's are other observable covariates in [0, 1], and Y i 's are the response variables. In this paper, we shall con