报告题目：部分线性单指标变系数模型中的两阶段估计和纠偏的经验似然

报告时间：2025-04-07  17:00-18:00

报 告 人：薛留根  教授（北京工业大学）

报告地点：雷军科技楼六楼报告厅（601）

Abstract：In this talk, we study the estimation and empirical likelihood (EL) of the parameters of interest in a partially linear single-index varying-coefficient model. A two-stage method is presented to estimate the regression parameters and the coefficient functions. The asymptotic distributions of the proposed estimators are obtained. Furthermore, a bias-corrected EL ratio for the regression parameters is proposed. It is shown that the ratio is asymptotically standard chi-squared. The result can be directly used to construct the EL confidence regions of the regression parameters. Simulation studies are carried out to evaluate the finite sample behavior of the proposed method. An application example of a real data set is given.