Empirical Likelihood Testing for Linear Instrumental Variable Regression Models

Pei Xin Zhao

doi:10.4028/www.scientific.net/AMR.1008-1009.1501

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HomeAdvanced Materials ResearchAdvanced Materials Research Vols. 1008-1009Empirical Likelihood Testing for Linear...

Empirical Likelihood Testing for Linear Instrumental Variable Regression Models

Abstract:

Based on the empirical likelihood method, an instrumental variable based testing procedure is proposed for linear regression models with instrumental variables. The proposed testing method can attenuate the effect of endogeneity of covariates. Some simulations indicate that the proposed testing method is more powerful.

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Periodical:

Advanced Materials Research (Volumes 1008-1009)

Pages:

1501-1504

DOI:

https://doi.org/10.4028/www.scientific.net/AMR.1008-1009.1501

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Online since:

August 2014

Authors:

Pei Xin Zhao*

Keywords:

Empirical Likelihood, Instrumental Variable, Linear Regression Model, Model Testing

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