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

DOI10.1080/00949655.2012.660487zbMath1431.62011OpenAlexW2073235406MaRDI QIDQ5218871

Dylan S. Small, Dan Yang

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

convex optimizationconjugate gradient methodquasi-Newton methodinstrumental variables

Mathematics Subject Classification ID

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

Related Items (3)

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

Uses Software

• R
• emplik
• el.convex

Cites Work

• Empirical likelihood ratio confidence regions
• Empirical likelihood ratio test for or against a set of inequality constraints.
• Identification of Causal Effects Using Instrumental Variables
• The Estimation of Economic Relationships using Instrumental Variables
• Sensitivity Analysis for Instrumental Variables Regression With Overidentifying Restrictions
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