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Empirical Likelihood-Based Inference in Regressive Model with Moment Restrictions

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  • Zhao Zhiwen
  • He Jinghua

Abstract

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.

Suggested Citation

  • Zhao Zhiwen & He Jinghua, 2020. "Empirical Likelihood-Based Inference in Regressive Model with Moment Restrictions," Mathematical Problems in Engineering, Hindawi, vol. 2020, pages 1-7, December.
    • Handle: RePEc:hin:jnlmpe:3415150
    DOI: 10.1155/2020/3415150
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