Quasi-profile loglikelihoods for unbiased estimating functions

被引：8

作者：

Adimari, G ^{[1
]}

Ventura, L ^{[1
]}

机构：

[1] Univ Padua, Dipartimento Sci Stat, I-35121 Padua, Italy

来源：

ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS | 2002年 / 54卷 / 02期

关键词：

estimating equation; M-estimator; profile likelihood; quasilikelihood; second Bartlett identity;

D O I：

10.1023/A:1022425816250

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

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 of interest, based on unbiased estimating functions. The new function is obtained by requiring the corresponding quasi-profile score function to have bias and information bias of order O(1). We illustrate the use of the proposed pseudo-likelihood with an application to robust inference in linear models.

引用

页码：235 / 244

页数：10

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