An efficient empirical likelihood approach for estimating equations with missing data

Cheng Yong Tang and Yongsong Qin

Biometrika, 2012, vol. 99, issue 4, 1001-1007

Abstract: We explore the use of estimating equations for efficient statistical inference in case of missing data. We propose a semiparametric efficient empirical likelihood approach, and show that the empirical likelihood ratio statistic and its profile counterpart asymptotically follow central chi-square distributions when evaluated at the true parameter. The theoretical properties and practical performance of our approach are demonstrated through numerical simulations and data analysis. Copyright 2012, Oxford University Press.

Date: 2012
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