Empirical likelihood-based inference in linear errors-in-covariables models with validation data
文献类型：期刊论文
| 作者 | Wang, QH ; Rao, JNK
|
| 刊名 | BIOMETRIKA
 |
| 出版日期 | 2002-06-01 |
| 卷号 | 89期号:2页码:345-358 |
| 关键词 | bootstrap empirical likelihood confidence region measurement error surrogate variable |
| ISSN号 | 0006-3444 |
| 英文摘要 | Linear errors-in-covariables models are considered, assuming the availability of independent validation data on the covariables in addition to primary data on the response variable and surrogate covariables. We first develop an estimated empirical loglikelihood with the help of validation data and prove that its asymptotic distribution is that of a weighted sum of independent standard chi(1)(2) random variables with unknown weights. By estimating the unknown weights consistently, we construct an estimated empirical likelihood confidence region for the regression parameter vector. We also suggest an adjusted empirical loglikelihood and prove that its asymptotic distribution is a standard chi(2). To avoid estimating the unknown weights or the adjustment factor, we propose a partially smoothed bootstrap empirical loglikelihood for constructing a confidence region which has asymptotically correct coverage probability. A simulation study is conducted to compare the proposed methods with a method based on a normal approximation in terms of coverage accuracy and average length of the confidence interval. |
| WOS研究方向 | Life Sciences & Biomedicine - Other Topics ; Mathematical & Computational Biology ; Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000176520500007 |
| 出版者 | BIOMETRIKA TRUST |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/17213]  |
| 专题 | 应用数学研究所 |
| 通讯作者 | Wang, QH |
| 作者单位 | 1.Chinese Acad Sci, Acad Math & Syst Sci, Inst Appl Math, Beijing 100080, Peoples R China 2.Carleton Univ, Sch Math & Stat, Ottawa, ON K1S 5B6, Canada |
| 推荐引用方式 GB/T 7714 | Wang, QH,Rao, JNK. Empirical likelihood-based inference in linear errors-in-covariables models with validation data[J]. BIOMETRIKA,2002,89(2):345-358. |
| APA | Wang, QH,&Rao, JNK.(2002).Empirical likelihood-based inference in linear errors-in-covariables models with validation data.BIOMETRIKA,89(2),345-358. |
| MLA | Wang, QH,et al."Empirical likelihood-based inference in linear errors-in-covariables models with validation data".BIOMETRIKA 89.2(2002):345-358. |
入库方式： OAI收割
来源：数学与系统科学研究院
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