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

Yi Ping Yang, Gao Rong Li*, Tiejun TONG

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

9 Citations (Scopus)

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 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.

Original languageEnglish
Pages (from-to)1523-1536
Number of pages14
JournalScience China Mathematics
Volume58
Issue number7
DOIs
Publication statusPublished - 8 Jul 2015

Scopus Subject Areas

  • Mathematics(all)

User-Defined Keywords

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

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