吉首大学学报（自然科学版）2026，Vol.47Issue(4)：5-10,6.DOI:10.13438/j.cnki.jdzk.2026.04.002
缺失数据下带固定效应的半参数变系数模型的经验似然估计
Empirical Likelihood Inference for Semiparametric Varying-Coefficient Models with Fixed Effects Under Missing Data
摘要
Abstract
The statistical inference problem for semiparametric varying coefficient models with fixed effects under missing data is addressed.The varying coefficient functions are handled through local poly-nomial methods,and fixed effects are eliminated through instrumental variables.The issue of missing da-ta is resolved by employing the Kaplan-Meier product limit estimator,and a semiparametric empirical likelihood ratio statistic is constructed.In appropriate regularity conditions,the proposed estimators are proved to be consistent and asymptotically normal,and the empirical likelihood ratio statistic is shown to follow the standard chi-squared distribution.Monte Carlo simulations reveal that compared with conven-tional complete-case analysis,the empirical likelihood inference can effectively reduce bias and enhance estimation efficiency.关键词
半参数/经验似然/固定效应/缺失数据Key words
semiparametric model/empirical likelihood/fixed effect/missing data分类
数理科学引用本文复制引用
王以恒,何帮强..缺失数据下带固定效应的半参数变系数模型的经验似然估计[J].吉首大学学报（自然科学版）,2026,47(4):5-10,6.基金项目
国家自然科学基金面上资助项目(72271003) （72271003）
