首页|Empirical likelihood for spatial cross-sectional data models with matrix exponential spatial specification
Empirical likelihood for spatial cross-sectional data models with matrix exponential spatial specification
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In this paper,we study spatial cross-sectional data models in the form of matrix exponential spatial specification(MESS),where MESS appears in both dependent and error terms.The empirical likelihood(EL)ratio statistics are established for the parameters of the MESS model.It is shown that the limiting distributions of EL ratio statistics follow chi-square distributions,which are used to construct the confidence regions of model parameters.Simula-tion experiments are conducted to compare the performances of confidence regions based on EL method and normal approximation method.
MESSempirical likelihoodconfidence region
LIU Yan、RONG Jian-rong、QIN Yong-song
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Nanning University,Nanning 530200,China
Center for Applied Mathematics of Guangxi and College of Mathematics and Statistics,Guangxi Normal University,Guilin 541004,China
National Natural Science Foundation of ChinaNational Natural Science Foundation of ChinaResearch Fund of Guangxi Key Lab of Multisource Information Mining & Security