Empirical likelihood-based inference in regressive model with moment restrictions (Q2217815)

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.