Optimality of marginal likelihood estimating equations |
| |
Authors: | CJ Lloyd |
| |
Institution: | Department of Statistics , University of Melbourne , |
| |
Abstract: | In the presence of nuisance parameters, Godambe (1976) showed an optimality property of the conditional efficient score. We derive analogous results for marginal likelihood when the remainder of the likelihood is conditionally complete. The method of deriving this result is shown to be useful for deriving other optimality results. including optimality of the partial score. |
| |
Keywords: | conditional completeness ancillarity nuisance parameter partial score |
|
|