(Received October 7, 1991; revised June 22, 1992)
Abstract. The coverage errors of the empirical likelihood confidence regions for beta in a linear regression model, Yi = xibeta+epsiloni, 1 < i < n, are of order n-1. Bartlett corrections may be employed to reduce the order of magnitude of the coverage errors to n-2. For practical implementation of Bartlett correction, an empirical Bartlett correction is given.
Key words and phrases: Bartlett correction, confidence regions, coverage, empirical likelihood, linear regression model.
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