论文具有限制条件部分线性模型经验似然推断（英文）是关于对写作似然论文范文与课题研究的大学硕士、相关本科毕业论文概率和似然论文开题报告范文和相关文献综述及职称论文参考文献资料下载有帮助。
摘 要 本文將经验似然方法应用到具有限制假设条件的部分线性模型中. 为了检验假设条件, 构造基于零假设和对立假设条件下的极大经验对数似然比估计值的差值统计量. 而且在零假设下证明该统计量的极限分布为标准的χ2分布. 数值模拟表明所提出的检验统计量的优势.
关键词 经验似然； 限制条件； 部分线性模型； 假设检验； χ2分布
It is well known that there are some striking advantages with the empirical likelihood （EL） method proposed by Owen[1-2] in the construction of confidence intervals for unknown parameter, e.g., it turns out that by using the empirical likelihood method, one does not have to explicitly estimate the asymptotic variance of the quantity. The EL method only uses the data to determine the shape and orientation of confidence regions. Note that using empirical likelihood for confidence interval is a well known procedure in nonparametric statistics. The EL method has been applied to partially linear regression model by Shi and Lau[3], Wang and Jing[4-5].
For a long time, however, its main theory was about the parametric regressions. The aforementioned articles mainly discussed the estimation of the parametric component rather than testing. In practice, after solving the problems of identification and fitting of the model （1）, one of the further inference issues is to evaluate if certain explanatory variables in the parametric components influence the response significantly. The study of this issue is also one of the important aspects in regression analysis because it is not only useful in variable selection but also in explanatory power.
Motivated by the above, we shall apply EL method to the partially linear model with restricted condition. More generally, we consider the following linear hypothesis：
The rest of this paper is organized as follows. In Section 2, applying the profile empirical likelihood procedure, we construct the empirical likelihood estimator on parameter with linear restriction and without any restriction. In Section 3, we construct the test statistic and study its asymptotic distribution. In Section 4, simulations are conducted to examine the performance of the proposed approaches. The proofs of the main results are given in Section 5.
1 Empirical likelihood estimation on parameter
For the need of constructing the test statistic, we first develop estimating approach for model （1） under the null hypothesis in this section. That is, we estimate the unknown quantities in model （1） with the restricted condition Aβ等于b. Then model （1） can be written as
We summarize our findings as follows. When the null hypothesis is true （that is, c等于0）, the rejection frequencies （estimated sizes） of both our proposed test based Tn and the restricted least-squares approach test based Wn are quite good and close to their nominal levels 0.05 under different error distributions. Under the alternative hypothesis, the rejection rate seems very robust to the variation of the type of error distribution. With the increasing of c, the test power of our proposed test is slightly better than the test based on the residual sum of squares.
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参考文献：
1、 带线性延迟项Volterra积分方程（英文） Abstract This paper is concerned about the Volterra integral equation wi。
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