Abstract
This paper proposes to use the blockwise empirical likelihood (EL) method to construct the confidence regions for the regression vector β in a partially linear model under negatively associated errors. It is shown that the blockwise EL ratio statistic for β is asymptotically χ2 distributed. The result is used to obtain an EL-based confidence region for β. Results of a simulation study on the finite sample performance of the proposed confidence regions are reported.
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This research was supported by the National Natural Science Foundation of China under Grant Nos. 11271088 and 11361011 and the Natural Science Foundation of Guangxi under Grant Nos. 2013GXNSFAA019004 and 2013GXNSFAA019007.
This paper was recommended for publication by Editor TANG Niansheng.
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Lei, Q., Qin, Y. Empirical likelihood for partially linear models under negatively associated errors. J Syst Sci Complex 29, 1145–1159 (2016). https://doi.org/10.1007/s11424-015-4258-y
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DOI: https://doi.org/10.1007/s11424-015-4258-y