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2005-10-12Buch DOI: 10.18452/3541
Empirical Likelihood-based Dimension Reduction Inference for Linear Error-in-Responses Models with Validation Study
dc.contributor.authorWang, Qihua
dc.contributor.authorHärdle, Wolfgang Karl
dc.date.accessioned2017-06-15T21:19:43Z
dc.date.available2017-06-15T21:19:43Z
dc.date.created2005-10-12
dc.date.issued2005-10-12
dc.identifier.issn1436-1086
dc.identifier.urihttp://edoc.hu-berlin.de/18452/4193
dc.description.abstractIn 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 β 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.eng
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/
dc.subjectconfidence intervalseng
dc.subjecterror-in-responseeng
dc.subjectvalidation dataeng
dc.subject.ddc330 Wirtschaft
dc.titleEmpirical Likelihood-based Dimension Reduction Inference for Linear Error-in-Responses Models with Validation Study
dc.typebook
dc.identifier.urnurn:nbn:de:kobv:11-10049571
dc.identifier.doihttp://dx.doi.org/10.18452/3541
local.edoc.container-titleSonderforschungsbereich 373: Quantification and Simulation of Economic Processes
local.edoc.pages30
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-volume2002
local.edoc.container-issue82
local.edoc.container-year2002
local.edoc.container-erstkatid2135319-0

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