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Diagnostic measures for empirical likelihood of general estimating equations

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  • Hongtu Zhu
  • Joseph G. Ibrahim
  • Niansheng Tang
  • Heping Zhang

Abstract

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. Copyright 2008, Oxford University Press.

Suggested Citation

  • Hongtu Zhu & Joseph G. Ibrahim & Niansheng Tang & Heping Zhang, 2008. "Diagnostic measures for empirical likelihood of general estimating equations," Biometrika, Biometrika Trust, vol. 95(2), pages 489-507.
    • Handle: RePEc:oup:biomet:v:95:y:2008:i:2:p:489-507
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    File URL: http://hdl.handle.net/10.1093/biomet/asm094
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    Cited by:

    1. Venezuela, Maria Kelly & Sandoval, Mônica Carneiro & Botter, Denise Aparecida, 2011. "Local influence in estimating equations," Computational Statistics & Data Analysis, Elsevier, vol. 55(4), pages 1867-1883, April.
    2. Cui, Li-E & Zhao, Puying & Tang, Niansheng, 2022. "Generalized empirical likelihood for nonsmooth estimating equations with missing data," Journal of Multivariate Analysis, Elsevier, vol. 190(C).
    3. Roberto Baragona & Francesco Battaglia & Domenico Cucina, 2017. "Empirical likelihood ratio in penalty form and the convex hull problem," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 26(4), pages 507-529, November.
    4. Zhang, Yan-Qing & Tang, Nian-Sheng, 2017. "Bayesian local influence analysis of general estimating equations with nonignorable missing data," Computational Statistics & Data Analysis, Elsevier, vol. 105(C), pages 184-200.
    5. Shuling Wang & Xiaoyan Wang & Jiangtao Dai, 2015. "Statistical diagnosis for non-parametric regression models with random right censorship based on the empirical likelihood method," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(6), pages 1367-1373, June.
    6. Tang, Niansheng & Yan, Xiaodong & Zhao, Puying, 2018. "Exponentially tilted likelihood inference on growing dimensional unconditional moment models," Journal of Econometrics, Elsevier, vol. 202(1), pages 57-74.
    7. Vasconcellos, Klaus L.P. & Zea Fernandez, L.M., 2009. "Influence analysis with homogeneous linear restrictions," Computational Statistics & Data Analysis, Elsevier, vol. 53(11), pages 3787-3794, September.

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