本文考虑非线性EV回归模型,构造了未知参数的经验对数似然比统计量.此外,为了克服计算困难,提出了一个基于模拟的经验对数似然比统计量.在适当条件下,证明了所提出的这两种统计量都具有渐近X^2分布,所得结果可以用来构造未知参数的置信域。
In this paper,we consider the nonlinear errors-in-variables regression model. The empirical log-likelihood ratio statistic for the unknown parameter is proposed. In order to overcome the computationed difficulty, we also propose a simulation-based empirical loglikelihood ratio statistic for the unknown parameter. It is shown that the two proposed statistics have the asymptotic chi-square distributions under some suitable conditions, and hence they can be used to construct the confidence regions of the parameter.