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Adimari, Gianfranco and Ventura, Laura (2000) Quasi-profile loglikelihoods for unbiased estimating functions. [Working Paper] WORKING PAPER SERIES, 4/2000 . , PADOVA (Inedito)

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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.

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EPrint type:Working Paper
Anno di Pubblicazione:March 2000
Key Words:Estimating equation, M-estimator, profile likelihood, quasi-likelihood, second Bartlett identity.
Settori scientifico-disciplinari MIUR:Area 13 - Scienze economiche e statistiche > SECS-S/01 Statistica
Struttura di riferimento:Dipartimenti > Dipartimento di Scienze Statistiche
Codice ID:7572
Depositato il:19 Mar 2015 13:11
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