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.

Quasi-profile log-likelihoods for unbiased estimating functions

ADIMARI, GIANFRANCO;VENTURA, LAURA
2002

Abstract

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.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11577/2467907
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