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Erscheinungsjahr: 
2002
Schriftenreihe/Nr.: 
SFB 373 Discussion Paper No. 2002,82
Verlag: 
Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, Berlin
Zusammenfassung: 
In this paper, linear errors-in-response models are considered in the presence of validation data on the responses. A semiparametric dimension reduction technique is employed to define an estimator of Ø with asymptotic normality, the estimated empirical loglikelihoods and the adjusted empirical loglikelihoods for the vector of regression coefficients and linear combinations of the regression coefficients, respectively. The estimated empirical log-likelihoods are shown to be asymptotically distributed as weighted sums of independent Χ21 and the adjusted empirical loglikelihoods are proved to be asymptotically distributed as standard chi-squares, respectively. A simulation study is conducted to compare the proposed methods in terms of coverage accuracies and average lengths of the confidence intervals.
Schlagwörter: 
confidence intervals
error-in-response
validation data
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