Corrected empirical likelihood inference for right-censored partially linear single-index model

• Main Authors: Huang, Zhensheng., Pang, Zhen.
• Other Authors: School of Physical and Mathematical Sciences
• Format: Article
• Language: English
• Published: 2013
• Subjects: DRNTU::Science::Mathematics
• Online Access: https://hdl.handle.net/10356/98275; http://hdl.handle.net/10220/17188
• Institution: Nanyang Technological University

This article deals with the inference on a right-censored partially linear single-index model (RCPLSIM). The main focus is the local empirical likelihood-based inference on the nonparametric part in RCPLSIM. With a synthetic data approach, an empirical log-likelihood ratio statistic for the nonparametric part is defined and it is shown that its limiting distribution is not a central chi-squared distribution. To increase the accuracy of the confidence interval, we also propose a corrected empirical log-likelihood ratio statistic for the nonparametric function. The resulting statistic is proved to follow a standard chi-squared limiting distribution. Simulation studies are undertaken to assess the finite sample performance of the proposed confidence intervals. A real example is also considered.