Quasi-profile loglikelihoods for unbiased estimating functions
作者： G. Adimari , L. Ventura
关键词: Applied mathematics 、 M-estimator 、 Score 、 Linear model 、 Statistics 、 Inference 、 Limit (mathematics) 、 Quasi-likelihood 、 Pseudolikelihood 、 Mathematics 、 Estimating equations
摘要: This paper presents a new quasi-profile loglikelihood with the standard kind of distributional limit behaviour, for inference about an arbitrary one-dimensional parameter interest, based on unbiased estimating functions. The function is obtained by requiring corresponding score to have bias and information order O(1). We illustrate use proposed pseudo-likelihood application robust in linear models.
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