Empirical likelihood for nonparametric regression models with spatial autoregressive errors

Abstract

In this paper, we propose to use the empirical likelihood (EL) method to construct confidence regions for nonparametric regression models with spatial autoregressive errors. It is shown that the EL statistics for the related parameters asymptotically have chi-squared distributions, which are used to construct confidence regions for the parameters. Results from simulation study and real data analysis are also presented.