Diagnostic measures for empirical likelihood of general estimating equations

作者：Zhu Hongtu^*; Ibrahim Joseph G; Tang Niansheng; Zhang Heping

来源：Biometrika, 2008, 95(2): 489-507.

DOI：10.1093/biomet/asm094

• diagnostic measure
• empirical likelihood
• estimating equation
• goodness-of-fit statistic
• resampling method

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.

• 出版日期2008-6
• 单位云南大学