Adjusted Empirical Likelihood Based Variable Selection And Its Application

Based on the Cox proportional hazard model, an adjusted empirical likelihood based variable selection method is proposed. This method is illustrated with an empirical study on year's accounting data in annual report of Chinese listed companies.It is showed that the proposed variable selection method can effectively solve the problem of variable selection; It can accurately estimate the parameters, even if the constraint does not meet the restriction of convex function, The asymptotical consistent of the estimator is proved, The empirical analysis shows that the variables selection is effective, and can accurately predict the financial distress.