Empirical Likelihood-Based Inference in Regressive Model with Moment Restrictions

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...

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Bibliographic Details
Published in:Mathematical problems in engineering 2020, Vol.2020 (2020), p.1-7
Main Authors: Zhiwen, Zhao, Jinghua, He
Format: Article
Language:English
Subjects:
Confidence intervals
Least squares method
Mathematical functions
Mathematical problems
Parameter estimation
Population
Random variables
Regression analysis
Regression models
Restrictions
Simulation
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Summary: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.
ISSN:1024-123X
1563-5147
DOI:10.1155/2020/3415150