An efficient empirical likelihood approach for estimating equations with missing data

被引:33
作者
Tang, Cheng Yong [1 ]
Qin, Yongsong [2 ]
机构
[1] Univ Colorado, Sch Business, Denver, CO 80217 USA
[2] Guangxi Normal Univ, Sch Math Sci, Guilin 541004, Peoples R China
基金
美国国家科学基金会;
关键词
Empirical likelihood; Estimating equation; Inverse probability weighting; Missing at random; Multiple imputation; Semiparametric efficiency bound; SEMIPARAMETRIC EFFICIENCY; INFERENCE; MODELS; IMPUTATION; VALUES;
D O I
10.1093/biomet/ass045
中图分类号
Q [生物科学];
学科分类号
07 ; 0710 ; 09 ;
摘要
We explore the use of estimating equations for efficient statistical inference in case of missing data. We propose a semiparametric efficient empirical likelihood approach, and show that the empirical likelihood ratio statistic and its profile counterpart asymptotically follow central chi-square distributions when evaluated at the true parameter. The theoretical properties and practical performance of our approach are demonstrated through numerical simulations and data analysis.
引用
收藏
页码:1001 / 1007
页数:7
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