Adimari, Gianfranco and Ventura, Laura (2000) Quasi-profile loglikelihoods for unbiased estimating functions. [Working Paper] WORKING PAPER SERIES, 4/2000 . , PADOVA (Inedito) Full text disponibile come:
Abstract (english)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 to the corresponding quasi-profile score function to have bias and information bias of order 0(1). We illustrate the use of the proposed pseudo-likelihood with an application for robust inference in linear models. Statistiche Download - Aggiungi a RefWorks
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