Empirical likelihood-based inference for parameter and nonparametric function in partially nonlinear models

This paper is concerned with statistical inference for partially nonlinear models. Empirical likelihood method for parameter in nonlinear function and nonparametric function is investigated. The empirical log-likelihood ratios are shown to be asymptotically chi-square and then the corresponding confidence intervals are constructed. By the empirical likelihood ratio functions, we also obtain the maximum empirical likelihood estimators of the parameter in nonlinear function and nonparametric function, and prove the asymptotic normality. A simulation study indicates that, compared with normal approximation-based method and the bootstrap method, the empirical likelihood method performs better in terms of coverage probabilities and average length/widths of confidence intervals/bands. An application to a real dataset is illustrated.