EFFICIENCY OF ESTIMATING EQUATIONS AND THE USE OF PIVOTS
成果类型：
Article
署名作者：
MORTON, R
署名单位：
Commonwealth Scientific & Industrial Research Organisation (CSIRO)
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
DOI：
10.2307/2335823
发表日期：
1981
页码：
227233
关键词：
摘要：
Methods are proposed for deriving unbiased estimating equations for the parameters of interest in a statistical model which includes further incidental or nuisance parameters. Pivot-like quantities eliminate the dependence on the incidental parameters and functions are derived which give estimating equations which are most efficient in a certain sense. These equations involve the incidental parameters, which are then replaced by estimators. The methods overcome some of the difficulties encountered in likelihood and least squares estimation when there are many incidental parameters, and the theory reduces the likelihood and least squares estimation when there are none. The optimality results apply to these methods too. Examples are discussed.