TITLE:
Empirical Likelihood Diagnosis of Modal Linear Regression Models
AUTHORS:
Shuling Wang, Lin Zheng, Jiangtao Dai
KEYWORDS:
Modal Linear Regression Model, Empirical Likelihood, Outliers, Influence Analysis
JOURNAL NAME:
Journal of Applied Mathematics and Physics,
Vol.2 No.10,
September
30,
2014
ABSTRACT: In this paper, we investigate the empirical likelihood diagnosis of modal linear regression models. The empirical likelihood ratio function based on modal regression estimation method for the regression coefficient is introduced. First, the estimation equation based on empirical likelihood method is established. Then, some diagnostic statistics are proposed. At last, we also examine the performance of proposed method for finite sample sizes through simulation study.