Semi-empirical pseudo-likelihood for estimating equations in the presence of missing responses |
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Authors: | Qihua Wang Ruimiao Luo |
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Institution: | a Academy of Mathematics and Systems Sciences, Chinese Academy of Science, Beijing 100190, P.R. China b Department of Mathematics and Statistics, Yunnan University, Kunming, 650091, China |
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Abstract: | Consider a semiparametric model which parameterizes only the conditional distribution of Y given X, f(y|x,β), and allows the marginal distribution of X to be completely arbitrary. Under the semiparametric model, we develop semi-empirical pseudo-likelihood inference with estimating equation in the presence of missing responses. We define semi-empirical likelihood pseudo-score estimates for both the model parameter and the parameter in the estimating equation simultaneously. Also, we develop semi-empirical pseudo-likelihood ratio inference for them, respectively. A simulation was conducted to evaluate the finite sample properties of the proposed estimators and semi-empirical pseudo-likelihood approach. |
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Keywords: | Semiparametric model Pseudo-score estimator Pseudo-likelihood ratio |
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