具有空间误差的面板数据模型的经验似然

IF 0.6 4区数学 Q4 STATISTICS & PROBABILITY

Communications in Statistics - Theory and Methods Pub Date : 2020-06-18 DOI:10.1080/03610926.2020.1780449

Yinghua Li, Yuan Li, Yongsong Qin

{"title":"具有空间误差的面板数据模型的经验似然","authors":"Yinghua Li, Yuan Li, Yongsong Qin","doi":"10.1080/03610926.2020.1780449","DOIUrl":null,"url":null,"abstract":"Abstract For panel data models with spatial errors, the empirical likelihood ratio statistics are constructed for the parameters of the models. It is shown that the limiting distributions of the empirical likelihood ratio statistics are chi-squared distributions, which are used to construct confidence regions for the parameters of the models. A simulation study is conducted to show the performance of the proposed method.","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"51 1","pages":"2838 - 2857"},"PeriodicalIF":0.6000,"publicationDate":"2020-06-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1080/03610926.2020.1780449","citationCount":"1","resultStr":"{\"title\":\"Empirical likelihood for panel data models with spatial errors\",\"authors\":\"Yinghua Li, Yuan Li, Yongsong Qin\",\"doi\":\"10.1080/03610926.2020.1780449\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Abstract For panel data models with spatial errors, the empirical likelihood ratio statistics are constructed for the parameters of the models. It is shown that the limiting distributions of the empirical likelihood ratio statistics are chi-squared distributions, which are used to construct confidence regions for the parameters of the models. A simulation study is conducted to show the performance of the proposed method.\",\"PeriodicalId\":10531,\"journal\":{\"name\":\"Communications in Statistics - Theory and Methods\",\"volume\":\"51 1\",\"pages\":\"2838 - 2857\"},\"PeriodicalIF\":0.6000,\"publicationDate\":\"2020-06-18\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"https://sci-hub-pdf.com/10.1080/03610926.2020.1780449\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Communications in Statistics - Theory and Methods\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1080/03610926.2020.1780449\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Communications in Statistics - Theory and Methods","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1080/03610926.2020.1780449","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}

引用次数: 1

摘要

摘要对于具有空间误差的面板数据模型，构造了模型参数的经验似然比统计量。结果表明，经验似然比统计量的极限分布是卡方分布，用于构造模型参数的置信区间。仿真研究表明了该方法的有效性。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

查看原文本刊更多论文

Empirical likelihood for panel data models with spatial errors

Abstract For panel data models with spatial errors, the empirical likelihood ratio statistics are constructed for the parameters of the models. It is shown that the limiting distributions of the empirical likelihood ratio statistics are chi-squared distributions, which are used to construct confidence regions for the parameters of the models. A simulation study is conducted to show the performance of the proposed method.

求助全文

通过发布文献求助，成功后即可免费获取论文全文。去求助

来源期刊

Communications in Statistics - Theory and Methods 数学-统计学与概率论

CiteScore

2.00

自引率

12.50%

发文量

320

审稿时长

7.5 months

期刊介绍： The Theory and Methods series intends to publish papers that make theoretical and methodological advances in Probability and Statistics. New applications of statistical and probabilistic methods will also be considered for publication. In addition, special issues dedicated to a specific topic of current interest will also be published in this series periodically, providing an exhaustive and up-to-date review of that topic to the readership.