Unbiased Estimating Equations Derived from Statistics that are Functions of a Parameter
研究如何通过组合观测随机变量和感兴趣参数来构造无偏估计方程,适用于存在大量冗余参数的问题,并应用于解释变量有误差的指数分布回归模型。
The formation of a combination of the observed random variables and a parameter of interest ψ having a distribution depending only on ψ provides one approach to the analysis of problems with many nuisance parameters. The condition for the resulting formal maximum likelihood estimating equation for ψ to be unbiased is derived. Applications include a regression model for exponentially distributed random variables with errors in the explanatory variables.