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Article
Modification and Improvement of Empirical Likelihood for Missing Response Problem
UW Biostatistics Working Paper Series
  • Kwun Chuen Gary Chan, University of Washington - Seattle Campus
Date of this Version
12-30-2010
Abstract

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 estimators having influence functions in a certain class.

Citation Information
Kwun Chuen Gary Chan. "Modification and Improvement of Empirical Likelihood for Missing Response Problem" (2010)
Available at: http://works.bepress.com/kcgary_chan/2/