ON THE ACCURACY OF EMPIRICAL LIKELIHOOD CONFIDENCE-REGIONS FOR LINEAR-REGRESSION MODEL

被引：95

作者：

CHEN, SX ^{[1
]}

机构：

[1] AUSTRALIAN NATL UNIV,CTR MATH & APPLICAT,CANBERRA,ACT 2601,AUSTRALIA

来源：

ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS | 1993年 / 45卷 / 04期

关键词：

BARTLETT CORRECTION; CONFIDENCE REGIONS; CONVERGE; EMPIRICAL LIKELIHOOD; LINEAR REGRESSION MODEL;

D O I：

10.1007/BF00774777

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The coverage errors of the empirical likelihood confidence regions for beta in a linear regression model, Y(i) = x(i)beta + epsilon(i), 1 less-than-or-equal-to i less-than-or-equal-to n. are of order n-1. Bartlett corrections may be employed to reduce the order of magnitude of the coverage errors to n-2. For practical implementation of Bartlett correction, an empirical Bartlett correction is given.

引用

页码：621 / 637

页数：17

共 11 条

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