Arbeitspapier
Empirical likelihood-based dimension reduction inference for linear error-in-responses models with validation study
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.
- Sprache
-
Englisch
- Erschienen in
-
Series: SFB 373 Discussion Paper ; No. 2002,82
- Klassifikation
-
Wirtschaft
- Thema
-
confidence intervals
error-in-response
validation data
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Wang, Qihua
Härdle, Wolfgang
- Ereignis
-
Veröffentlichung
- (wer)
-
Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
- (wo)
-
Berlin
- (wann)
-
2002
- Handle
- URN
-
urn:nbn:de:kobv:11-10049571
- Letzte Aktualisierung
-
10.03.2025, 11:45 MEZ
Datenpartner
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Objekttyp
- Arbeitspapier
Beteiligte
- Wang, Qihua
- Härdle, Wolfgang
- Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
Entstanden
- 2002
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