Empirical likelihood for partially linear models under negatively associated errors

This paper proposes to use the blockwise empirical likelihood (EL) method to construct the confidence regions for the regression vector β in a partially linear model under negatively associated errors. It is shown that the blockwise EL ratio statistic for β is asymptotically χ² distributed. The result is used to obtain an EL-based confidence region for β. Results of a simulation study on the finite sample performance of the proposed confidence regions are reported.