首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Semi-empirical pseudo-likelihood for estimating equations in the presence of missing responses
Authors:Qihua Wang  Ruimiao Luo
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
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.
Keywords:Semiparametric model  Pseudo-score estimator  Pseudo-likelihood ratio
本文献已被 ScienceDirect 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号