Semi-empirical pseudo-likelihood for estimating equations in the presence of missing responses | |
Wang, Qihua1,2; Luo, Ruimiao1 | |
刊名 | JOURNAL OF STATISTICAL PLANNING AND INFERENCE |
2011-08-01 | |
卷号 | 141期号:8页码:2589-2599 |
关键词 | Semiparametric model Pseudo-score estimator Pseudo-likelihood ratio |
ISSN号 | 0378-3758 |
DOI | 10.1016/j.jspi.2011.02.009 |
英文摘要 | Consider a semiparametric model which parameterizes only the conditional distribution of Y given X, f(y vertical bar x,beta), 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. (C) 2011 Elsevier B.V. All rights reserved. |
资助项目 | National Science Fund for Distinguished Young Scholars in China[10725106] ; National Natural Science Foundation of China[10671198] ; National Science Fund for Creative Research Groups in China ; Key Lab of Random Complex Structure and Data Science, CAS ; Yunnan Province[2010CC003] |
WOS研究方向 | Mathematics |
语种 | 英语 |
出版者 | ELSEVIER SCIENCE BV |
WOS记录号 | WOS:000291067400008 |
内容类型 | 期刊论文 |
源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/12343] |
专题 | 应用数学研究所 |
通讯作者 | Wang, Qihua |
作者单位 | 1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China 2.Yunnan Univ, Dept Math & Stat, Kunming 650091, Peoples R China |
推荐引用方式 GB/T 7714 | Wang, Qihua,Luo, Ruimiao. Semi-empirical pseudo-likelihood for estimating equations in the presence of missing responses[J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE,2011,141(8):2589-2599. |
APA | Wang, Qihua,&Luo, Ruimiao.(2011).Semi-empirical pseudo-likelihood for estimating equations in the presence of missing responses.JOURNAL OF STATISTICAL PLANNING AND INFERENCE,141(8),2589-2599. |
MLA | Wang, Qihua,et al."Semi-empirical pseudo-likelihood for estimating equations in the presence of missing responses".JOURNAL OF STATISTICAL PLANNING AND INFERENCE 141.8(2011):2589-2599. |
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