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AA10715861-00000149-0001  
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Title
Title Empirical likelihood inference for monotone index model  
Kana  
Romanization  
Other Title
Title  
Kana  
Romanization  
Creator
Name 大津, 泰介  
Kana オオツ, タイスケ  
Romanization Ōtsu, Taisuke  
Affiliation Department of Economics, London School of Economics; 慶應義塾大学産業研究所  
Affiliation (Translated) Keio Economic Observatory  
Role  
Link  

Name 高畑, 圭佑  
Kana タカハタ, ケイスケ  
Romanization Takahata, Keisuke  
Affiliation 慶應義塾大学経済学部  
Affiliation (Translated) Faculty of Economics, Keio University  
Role  
Link  

Name Xu, Mengshan  
Kana  
Romanization  
Affiliation Department of Economics, London School of Economics  
Affiliation (Translated)  
Role  
Link  
Edition
 
Place
Tokyo  
Publisher
Name Keio Economic Observatory Sangyo Kenkyujo  
Kana  
Romanization  
Date
Issued (from:yyyy) 2019  
Issued (to:yyyy)  
Created (yyyy-mm-dd)  
Updated (yyyy-mm-dd)  
Captured (yyyy-mm-dd)  
Physical description
11 p.  
Source Title
Name KEO discussion paper  
Name (Translated)  
Volume  
Issue 149  
Year 2019  
Month 7  
Start page  
End page  
ISSN
 
ISBN
 
DOI
URI
JaLCDOI
10.14991/004.00000149-0001
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Doctoral dissertation
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Abstract
This paper proposes an empirical likelihood inference method for monotone index models. We construct the empirical likelihood function based on a modified score function developed by Balabdaoui, Groeneboom and Hendrickx (2019), where the monotone link function is estimated by isotonic regression. It is shown that the empirical likelihood ratio statistic converges to a weighted chi-squared distribution. We suggest inference procedures based on an adjusted empirical likelihood statistic that is asymptotically pivotal, and a bootstrap calibration with recentering. A simulation study illustrates usefulness of the proposed inference methods.
 
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Language
英語  
Type of resource
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Genre
Technical Report  
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Last modified date
Feb 20, 2024 16:18:25  
Creation date
Aug 02, 2019 11:25:04  
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Aug 2, 2019    インデックス を変更
May 11, 2020    Creator,Creator Name,Creator Kana,Creator Romanization,Creator Affiliation,Creator Affiliation (Translated),Creator Role,Creator Link を変更
Feb 20, 2024    JaLCDOI を変更
 
Index
/ Public / Keio Economic Observatory(KEO) / KEO discussion paper / 101-102, 104-108, 110-119, 121-144, 147-149, 152, 155-156, 158-162, 164-168, 170, 173, 175, 177-178
 
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