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Jackknife Empirical Likelihood for the Variance in the Linear Regression Model

Lin, Hui-Ling
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Abstract

The variance is the measure of spread from the center. Therefore, how to accurately estimate variance has always been an important topic in recent years. In this paper, we consider a linear regression model which is the most popular model in practice. We use jackknife empirical likelihood method to obtain the interval estimate of variance in the regression model. The proposed jackknife empirical likelihood ratio converges to the standard chi-squared distribution. The simulation study is carried out to compare the jackknife empirical likelihood method and standard method in terms of coverage probability and interval length for the confidence interval of variance from linear regression models. The proposed jackknife empirical likelihood method has better performance. We also illustrate the proposed methods using two real data sets.

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Date
2013-07-25
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Research Projects
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Keywords
Variance of error, Empirical likelihood, Jackknife empirical likelihood, Adjusted jackknife empirical likelihood, Extended jackknife empirical likelihood, Coverage probability, Interval length
Citation
Lin, Hui-Ling. "Jackknife Empirical Likelihood for the Variance in the Linear Regression Model." 2013. Thesis, Georgia State University. https://doi.org/10.57709/4313705
Embargo Lift Date
2014-07-15
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