Combining conditional and unconditional moment restrictions with missing responses

DOI10.1016/J.JMVA.2010.06.013zbMATH Open1198.62024OpenAlexW2066735253MaRDI QIDQ604358FDOQ604358

Authors: Xiaohui Yuan, Tianqing Liu, Nan Lin, Baoxue Zhang 

Publication date: 10 November 2010

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2010.06.013

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zbMATH Keywords

Wilks' theoremconditional moment restrictionsmissing responsecombined empirical likelihoodunconditional moment restrictions

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Cites Work

• Large Sample Properties of Generalized Method of Moments Estimators
• Empirical likelihood ratio confidence regions
• Empirical likelihood and general estimating equations
• Testing conditional moment restrictions
• Asymptotic efficiency in estimation with conditional moment restrictions
• The central role of the propensity score in observational studies for causal effects
• Nonparametric Estimation of Mean Functionals with Data Missing at Random
• Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form
• Combining Micro and Macro Data in Microeconometric Models
• Efficient Instrumental Variables Estimation of Nonlinear Models
• Empirical Likelihood-Based Inference in Conditional Moment Restriction Models
• Empirical likelihood-based inference under imputation for missing response data
• Miscellanea. Combining parametric and empirical likelihoods
• Generalized Linear Models Incorporating Population Level Information: An Empirical-Likelihood-Based Approach

Cited In (6)

• Empirical and weighted conditional likelihoods for matched case-control studies with missing covariates
• Improved methods for moment restriction models with data combination and an application to two-sample instrumental variable estimation
• Combining quasi and empirical likelihoods in generalized linear models with missing responses
• Efficient restricted estimators for conditional mean models with missing data
• Weighted quantile regression with missing covariates using empirical likelihood
• Empirical likelihood-based weighted rank regression with missing covariates

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