Empirical Likelihood-Based Inference in Regressive Model with Moment Restrictions
Joint Authors
Source
Mathematical Problems in Engineering
Issue
Vol. 2020, Issue 2020 (31 Dec. 2020), pp.1-7, 7 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2020-12-29
Country of Publication
Egypt
No. of Pages
7
Main Subjects
Abstract EN
In this paper, we consider the parameter estimation problem of linear regression model when the auxiliary information can be denoted by moment restrictions.
We use the weighted least squares method to estimate the model parameters and to obtain the weights based on the auxiliary information by using the empirical likelihood method.
The limiting distribution of the estimator is established, and the simulation studies are carried out to demonstrate the feasibility of our theoretical results.
American Psychological Association (APA)
Zhiwen, Zhao& Jinghua, He. 2020. Empirical Likelihood-Based Inference in Regressive Model with Moment Restrictions. Mathematical Problems in Engineering،Vol. 2020, no. 2020, pp.1-7.
https://search.emarefa.net/detail/BIM-1194377
Modern Language Association (MLA)
Zhiwen, Zhao& Jinghua, He. Empirical Likelihood-Based Inference in Regressive Model with Moment Restrictions. Mathematical Problems in Engineering No. 2020 (2020), pp.1-7.
https://search.emarefa.net/detail/BIM-1194377
American Medical Association (AMA)
Zhiwen, Zhao& Jinghua, He. Empirical Likelihood-Based Inference in Regressive Model with Moment Restrictions. Mathematical Problems in Engineering. 2020. Vol. 2020, no. 2020, pp.1-7.
https://search.emarefa.net/detail/BIM-1194377
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1194377