Document Type
Article
Publication Date
1-1-2024
Journal / Book Title
Mathematics
Abstract
Partially linear models find extensive application in biometrics, econometrics, social sciences, and various other fields due to their versatility in accommodating both parametric and nonparametric elements. This study aims to establish statistical inference for the parametric component effects within these models, employing a nonparametric empirical likelihood approach. The proposed method involves a projection step to eliminate the nuisance nonparametric component and utilizes an empirical-likelihood-based technique, along with the Bartlett correction, to enhance the coverage probability of the confidence interval for the parameter of interest. This method demonstrates robustness in handling normally and non-normally distributed errors. The proposed empirical likelihood ratio statistic converges to a limiting chi-square distribution under certain regulations. Simulation studies demonstrate that this method provides better inference in terms of coverage probabilities compared to the conventional normal-approximation-based method. The proposed method is illustrated by analyzing the Boston housing data from a real study.
DOI
10.3390/math12010162
Journal ISSN / Book ISBN
85181931009 (Scopus)
Montclair State University Digital Commons Citation
Su, Haiyan and Chen, Linlin, "Empirical-Likelihood-Based Inference for Partially Linear Models" (2024). School of Computing Faculty Scholarship and Creative Works. 65.
https://digitalcommons.montclair.edu/computing-facpubs/65
Published Citation
Su, H., & Chen, L. (2024). Empirical-Likelihood-Based Inference for Partially Linear Models. Mathematics, 12(1), 162. https://doi.org/10.3390/math12010162
Comments
© 2024 by the authors. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https://creativecommons.org/licenses/by/4.0/).