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Empirical Likelihood‐Based Inferences for Generalized Partially Linear Models
Author(s) -
LIANG HUA,
QIN YONGSONG,
ZHANG XINYU,
RUPPERT DAVID
Publication year - 2009
Publication title -
scandinavian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.359
H-Index - 65
eISSN - 1467-9469
pISSN - 0303-6898
DOI - 10.1111/j.1467-9469.2008.00632.x
Subject(s) - empirical likelihood , mathematics , statistics , parametric statistics , confidence region , confidence interval , generalized linear model , statistical hypothesis testing , linear model , statistical inference , econometrics
. This paper considers generalized partially linear models. We propose empirical likelihood‐based statistics to construct confidence regions for the parametric and non‐parametric components. The resulting statistics are shown to be asymptotically chi‐square distributed. Finite‐sample performance of the proposed statistics is assessed by simulation experiments. The proposed methods are applied to a data set from an AIDS clinical trial.