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Physical Sciences and Mathematics Commons

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Statistics and Probability

UW Biostatistics Working Paper Series

2010

Auxiliary information; Empirical liklihood; Missing data; Survey sampling

Articles 1 - 2 of 2

Full-Text Articles in Physical Sciences and Mathematics

Modification And Improvement Of Empirical Likelihood For Missing Response Problem, Kwun Chuen Gary Chan Dec 2010

Modification And Improvement Of Empirical Likelihood For Missing Response Problem, Kwun Chuen Gary Chan

UW Biostatistics Working Paper Series

An empirical likelihood (EL) estimator was proposed by Qin and Zhang (2007) for a missing response problem under a missing at random assumption. They showed by simulation studies that the finite sample performance of EL estimator is better than some existing estimators. However, the empirical likelihood estimator does not have a uniformly smaller asymptotic variance than other estimators in general. We consider several modifications to the empirical likelihood estimator and show that the proposed estimator dominates the empirical likelihood estimator and several other existing estimators in terms of asymptotic efficiencies. The proposed estimator also attains the minimum asymptotic variance among …


Modification And Improvement Of Empirical Liklihood For Missing Response Problem, Gary Chan Dec 2010

Modification And Improvement Of Empirical Liklihood For Missing Response Problem, Gary Chan

UW Biostatistics Working Paper Series

An empirical likelihood (EL) estimator was proposed by Qin and Zhang (2007) for a missing response problem under a missing at random assumption. They showed by simulation studies that the finite sample performance of EL estimator is better than some existing estimators. However, the empirical likelihood estimator does not have a uniformly smaller asymptotic variance than other estimators in general. We consider several modifications to the empirical likelihood estimator and show that the proposed estimator dominates the empirical likelihood estimator and several other existing estimators in terms of asymptotic efficiencies. The proposed estimator also attains the minimum asymptotic variance among …