http://dx.doi.org/10.1007/s11425-015-4976-6">
 

Document Type

Journal Article

Department/Unit

Department of Mathematics

Title

Corrected empirical likelihood for a class of generalized linear measurement error models

Language

English

Abstract

© 2015, Science China Press and Springer-Verlag Berlin Heidelberg. Generalized linear measurement error models, such as Gaussian regression, Poisson regression and logistic regression, are considered. To eliminate the effects of measurement error on parameter estimation, a corrected empirical likelihood method is proposed to make statistical inference for a class of generalized linear measurement error models based on the moment identities of the corrected score function. The asymptotic distribution of the empirical log-likelihood ratio for the regression parameter is proved to be a Chi-squared distribution under some regularity conditions. The corresponding maximum empirical likelihood estimator of the regression parameter π is derived, and the asymptotic normality is shown. Furthermore, we consider the construction of the confidence intervals for one component of the regression parameter by using the partial profile empirical likelihood. Simulation studies are conducted to assess the finite sample performance. A real data set from the ACTG 175 study is used for illustrating the proposed method.

Keywords

corrected score, empirical likelihood, generalized linear model, measurement error

Publication Date

2015

Source Publication Title

Science China Mathematics

Volume

58

Issue

7

Start Page

1523

End Page

1536

Publisher

Springer Verlag

ISSN (print)

16747283

ISSN (electronic)

18691862

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