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Adjusted Empirical Likelihood for Varying Coefficient Partially Linear Models with Censored Data

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  • Peixin Zhao

Abstract

By constructing an adjusted auxiliary vector ingeniously, we propose an adjusted empirical likelihood ratio function for the parametric components of varying coefficient partially linear models with censored data. It is shown that its limiting distribution is standard central chi-squared. Then the confidence intervals for the parametric components are constructed. A simulation study and a real data analysis are undertaken to assess the finite sample performance of the proposed method.

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  • Peixin Zhao, 2013. "Adjusted Empirical Likelihood for Varying Coefficient Partially Linear Models with Censored Data," Journal of Mathematics, Hindawi, vol. 2013, pages 1-7, January.
    • Handle: RePEc:hin:jjmath:204363
    DOI: 10.1155/2013/204363
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    References listed on IDEAS

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    1. Wang, Qi-Hua & Li, Gang, 2002. "Empirical Likelihood Semiparametric Regression Analysis under Random Censorship," Journal of Multivariate Analysis, Elsevier, vol. 83(2), pages 469-486, November.
    2. Lu, Xuewen & Cheng, Tsung-Lin, 2007. "Randomly censored partially linear single-index models," Journal of Multivariate Analysis, Elsevier, vol. 98(10), pages 1895-1922, November.
    3. Liugen Xue, 2010. "Empirical Likelihood Local Polynomial Regression Analysis of Clustered Data," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 37(4), pages 644-663, December.
    4. Zhang, Wenyang & Lee, Sik-Yum & Song, Xinyuan, 2002. "Local Polynomial Fitting in Semivarying Coefficient Model," Journal of Multivariate Analysis, Elsevier, vol. 82(1), pages 166-188, July.
    5. Wang, Qihua & Xue, Liugen, 2011. "Statistical inference in partially-varying-coefficient single-index model," Journal of Multivariate Analysis, Elsevier, vol. 102(1), pages 1-19, January.
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