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Title of Journal: Sci China Math

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Abbravation: Science China Mathematics

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Science China Press

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DOI

10.1007/bf03032075

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1869-1862

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Corrected empirical likelihood for a class of gene

Authors: YiPing Yang GaoRong Li TieJun Tong
Publish Date: 2015/02/14
Volume: 58, Issue: 7, Pages: 1523-1536
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Abstract

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 loglikelihood ratio for the regression parameter is proved to be a Chisquared 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

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