Empirical Likelihood Test for Regression Coefficients in High Dimensional Partially Linear Models

2020 ◽  
Author(s):  
Yan Liu ◽  
Mingyang Ren ◽  
Sanguo Zhang
Keyword(s):  
Empirical Likelihood ◽  
Linear Models ◽  
Regression Coefficients ◽  
High Dimensional ◽  
Partially Linear Models ◽  
Partially Linear

scholarly journals Empirical Likelihood-Based Inferences for Generalized Partially Linear Models

2009 ◽  
Vol 36 (3) ◽  
pp. 433-443 ◽  
Author(s):  
HUA LIANG ◽  
YONGSONG QIN ◽  
XINYU ZHANG ◽  
DAVID RUPPERT
Keyword(s):  
Empirical Likelihood ◽  
Linear Models ◽  
Partially Linear Models ◽  
Partially Linear

Testing Based on Empirical Likelihood for Partially Linear Models with Instrumental Variables

2014 ◽  
Vol 624 ◽  
pp. 500-504
Author(s):  
Pei Xin Zhao
Keyword(s):  
Empirical Likelihood ◽  
Instrumental Variables ◽  
Instrumental Variable ◽  
Linear Models ◽  
Testing Procedure ◽  
Likelihood Method ◽  
Partially Linear Models ◽  
Testing Method ◽  
Partially Linear ◽  
Instrumental Variable Method

This paper considers the model testing for partially linear models with instrumental variables. By combining the instrumental variable method and the empirical likelihood method, an instrumental variable type testing procedure is proposed. The proposed testing procedure can attenuate the effect of endogeneity of covariates. Some simulations imply that the instrumental variable based empirical likelihood testing method is more poweful.

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