Semi-empirical pseudo-likelihood for estimating equations in the presence of missing responses

doi:10.1016/j.jspi.2011.02.009

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	Semi-empirical pseudo-likelihood for estimating equations in the presence of missing responses
	Wang, Qihua1,2 ; Luo, Ruimiao 1
	2011-08-01
发表期刊	JOURNAL OF STATISTICAL PLANNING AND INFERENCE
ISSN	0378-3758
卷号	141 期号:8 页码:2589-2599
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.
关键词	Semiparametric model Pseudo-score estimator Pseudo-likelihood ratio
DOI	10.1016/j.jspi.2011.02.009
语种	英语
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
WOS类目	Statistics & Probability
WOS记录号	WOS:000291067400008
出版者	ELSEVIER SCIENCE BV
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/12344
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.