Empirical Likelihood Confidence Intervals for Linear Regression Coefficients
Nonparametric versions of Wilks' theorem are proved for empirical likelihood estimators of slope and mean parameters for a simple linear regression model. They enable us to construct empirical likelihood confidence intervals for these parameters. The coverage errors of these confidence intervals are of order n-1 and can be reduced to order n-2 by Bartlett correction.
Volume (Year): 49 (1994)
Issue (Month): 1 (April)
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