Local Bias-Corrected Empirical Likelihood in a Varying-Coefficient Errors-in-Variables Model

In this paper, we consider the varying-coefficient errors-in-variables regression model. The local bias-corrected empirical log-likelihood ratio statistic for the unknown coefficient function is proposed. It is shown that the proposed statistic has the asymptotic chi-square distribution under some suitable conditions, and hence it can be used to construct the pointwise confidence regions of the coefficient functions. A simulation study is carried out to compare the performance of the empirical likelihood and the normal approximation method based on the pointwise confidence regions.