An R package and a study of methods for computing empirical likelihood

DOI10.1080/00949655.2012.660487MaRDI QIDQ5218871zbMATH OpenOpenAlexFDO

Authors Dan Yang, Dylan S. Small

Publication date 6 March 2020

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2012.660487

zbMATH Keywords

conjugate gradient methodconvex optimizationinstrumental variablesquasi-Newton method

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Nonparametric estimation (62G05) Applications of statistics to economics (62P20)

Recommendations

• Methodology and Algorithms of Empirical Likelihood
• Empirical likelihood
• Empirical likelihood and general estimating equations
• Mean empirical likelihood
• Self-concordance for empirical likelihood

Cites work

• Empirical likelihood
• Empirical likelihood ratio confidence regions
• Empirical likelihood ratio test for or against a set of inequality constraints.
• scientific article; zbMATH DE number 3509668 (Why is no real title available?)
• scientific article; zbMATH DE number 1243473 (Why is no real title available?)
• scientific article; zbMATH DE number 3996829 (Why is no real title available?)
• scientific article; zbMATH DE number 1898277 (Why is no real title available?)
• scientific article; zbMATH DE number 274379 (Why is no real title available?)
• Identification of Causal Effects Using Instrumental Variables
• Sensitivity Analysis for Instrumental Variables Regression With Overidentifying Restrictions
• The Estimation of Economic Relationships using Instrumental Variables

Cited in

(9)

• Fundamental tools for developing likelihood functions within ACT-R
• maxLik: a package for maximum likelihood estimation in R
• Self-concordance for empirical likelihood
• An empirical likelihood-based CUSUM for on-line model change detection
• An alternative algorithm of the empirical likelihood estimation for the parameter of a linear regression model
• Empirical likelihood estimation for linear regression models with AR(p) error terms with numerical examples
• Nested coordinate descent algorithms for empirical likelihood
• A review of recent advances in empirical likelihood
• Finite-sample performance of convex optimization algorithms in empirical likelihood ratio-based goodness-of-fit test statistics

Describes a project that uses

Uses Software

• R
• emplik
• el.convex

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