Diagnostic measures for empirical likelihood of general estimating equations

Hongtu Zhu, Joseph G. Ibrahim, Niansheng Tang and Heping Zhang

Biometrika, 2008, vol. 95, issue 2, 489-507

Abstract: We develop diagnostic measures for assessing the influence of individual observations when using empirical likelihood with general estimating equations, and we use these measures to construct goodness-of-fit statistics for testing possible misspecification in the estimating equations. Our diagnostics include case-deletion measures, local influence measures and pseudo-residuals. Our goodness-of-fit statistics include the sum of local influence measures and the processes of pseudo-residuals. Simulation studies are conducted to evaluate our methods, and real datasets are analyzed to illustrate the use of our diagnostic measures and goodness-of-fit statistics. Copyright 2008, Oxford University Press.

Date: 2008
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