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引用本文:������.�̶�ЧӦ�������Ե�ָ�����ģ�͵ijͷ�������Ȼ����[J].应用概率统计,2006,35(6):573-593.
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Penalized Empirical Likelihood Estimation for Partially Linear Single Index Panel Model with Fixed Effects
DING Feipeng.Penalized Empirical Likelihood Estimation for Partially Linear Single Index Panel Model with Fixed Effects[J].Chinese Journal of Applied Probability and Statisties,2006,35(6):573-593.
Authors:DING Feipeng
Institution:School of Mathematics and Information Science,Jiangxi Normal University, Nanchang, 330022, China
Abstract:??This paper constructs a penalized empirical likelihood estimation method via quadratic inference function method, filter method and empirical likelihood estimation method. Under some regular conditions, we derived the large sample properties of estimators and show that the proposed empirical likelihood ratio is asymptotically to chi-square distribution. Furthermore, the infinite sample performance of the proposed method is evaluated by Monte Carlo simulation and real data analysis.
Keywords:empirical likelihood estimation  dependence structure  partially linear single index panel model  
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