Abstract
The coverage errors of the empirical likelihood confidence regions for β in a linear regression model,Y i=x iβ+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.
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Chen, S.X. On the accuracy of empirical likelihood confidence regions for linear regression model. Ann Inst Stat Math 45, 621–637 (1993). https://doi.org/10.1007/BF00774777
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DOI: https://doi.org/10.1007/BF00774777