On the accuracy of empirical likelihood confidence regions for linear regression model
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The coverage errors of the empirical likelihood confidence regions for β in a linear regression model,Yi=xiβ+ε i , 1≤i≤n, are of ordern−1. Bartlett corrections may be employed to reduce the order of magnitude of the coverage errors ton−2. For practical implementation of Bartlett correction, an empirical Bartlett correction is given.
Key words and phrasesBartlett correction confidence regions coverage empirical likelihood linear regression model
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