Reparametrization of the least favorable submodel in semi-parametric multisample models

DOI10.3150/10-BEJ342MaRDI QIDQ418238zbMATH OpenOpenAlexFDO

Authors Yuichi Hirose, Alan Lee

Publication date 28 May 2012

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1205.1920, https://projecteuclid.org/euclid.bj/1334580725

zbMATH Keywords

profile likelihoodefficiencysemi-parametric modelefficient information boundefficient score

Mathematics Subject Classification ID

Point estimation (62F10) Nonparametric estimation (62G05) Sampling theory, sample surveys (62D05) Generalized linear models (logistic models) (62J12)

Abstract: The method of estimation in Scott and Wild (Biometrika 84 (1997) 57--71 and J. Statist. Plann. Inference 96 (2001) 3--27) uses a reparametrization of the profile likelihood that often reduces the computation times dramatically. Showing the efficiency of estimators for this method has been a challenging problem. In this paper, we try to solve the problem by investigating conditions under which the efficient score function and the efficient information matrix can be expressed in terms of the parameters in the reparametrized model.

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Cited in

(1)

• On differentiability of implicitly defined function in semi-parametric profile likelihood estimation

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