删失数据下含变量误差(EV)半参数变系数Panel模型经验似然

Empirical Likelihood of Semiparametric Varying Coefficient Panel Model with Errors-in-Variables Under Censored Data

研究考虑了删失情况下含有误差变量(Errors-in-Variables,EV)的半参数变系数面板数据模型,考虑的是非参数部分的解释变量含有EV,在这种情况下,一般的经验log似然比统计量会有误差扰动,这里构建了删失情况下未知参数的调整的经验log似然比统计量,并证明了在合适的条件下,所提出的统计量服从趋近chi-square分布,所得结果可以用来构建未知参数的置信域。

This paper considers the semiparametric variable coefficient panel data model with Errors-in-Variables in the case of deletion,and considers that the explanatory variables in the nonparametric part contain(Errors-in-Variables,EV).In this case,the general empirical log likelihood ratio statistics will have error disturbance.Here,the empirical log likelihood ratio statistics for the adjustment of unknown parameters under deletion are constructed,and it is proved that under appropriate conditions,the proposed statistics obey the approaching chi square distribution,and the results can be used to construct the confidence region of unknown parameters.