An efficient empirical likelihood approach for estimating equations with missing data

作者：Tang, Cheng Yong^*; Qin, Yongsong

来源：Biometrika, 2012, 99(4): 1001-1007.

DOI：10.1093/biomet/ass045

• Empirical likelihood
• Estimating equation
• Inverse probability weighting
• Missing at random
• Multiple imputation
• Semiparametric efficiency bound

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.

• 出版日期2012-12
• 单位广西师范大学