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Zhu, L. and L. Xue (2006) Empirical likelihood confidence regions in a partially linear single- index model, Journal of the Royal Statistical Society, B, 68, 549-570. Department of Industrial Engineering and Economics, Graduate School of Engineering, Tokyo Institute of Technology, 2-12-1, Ookayama, Meguro-ku, Tokyo 152-8550, Japan. E-mail address: matsushita.y.ab@m.titech.ac.jp Department of Economics, London School of Economics, Houghton Street, London, WC2A 2AE, UK. E-mail address: t.otsu@lse.ac.uk