Semiparametric efficient inferences for generalised partially linear models
Semiparametric efficient inferences for generalised partially linear models
In this paper, we consider semiparametric efficient inferences in the generalised partially linear models. A novel bias-corrected estimating procedure and a bias-corrected empirical log-likelihood ratio are developed, respectively, for point estimation and confidence regions for parameters of interest. Under mild conditions, the resulting likelihood ratio is shown to be standard …