Empirical likelihood-based inference in linear errors-in-covariables models with validation data

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	Empirical likelihood-based inference in linear errors-in-covariables models with validation data
	Wang, QH; Rao, JNK
	2002-06-01
发表期刊	BIOMETRIKA
ISSN	0006-3444
卷号	89 期号:2 页码:345-358
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.
关键词	bootstrap empirical likelihood confidence region measurement error surrogate variable
语种	英语
WOS研究方向	Life Sciences & Biomedicine - Other Topics ; Mathematical & Computational Biology ; Mathematics
WOS类目	Biology ; Mathematical & Computational Biology ; Statistics & Probability
WOS记录号	WOS:000176520500007
出版者	BIOMETRIKA TRUST
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/17214
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.