Potential Functions and Conservative Estimating Functions
Li, Bing ; McCullagh, Peter
Ann. Statist., Tome 22 (1994) no. 1, p. 340-356 / Harvested from Project Euclid
A quasiscore function, as defined by Wedderburn and by McCullagh, frequently fails to have a symmetric derivative matrix. Such a score function cannot be the gradient of any potential function on the parameter space; that is, there is no "quasilikelihood." Without a likelihood function it is difficult to distinguish good roots from bad roots or to set satisfactory confidence limits. From a different perspective, a potential function seems to be essential in order to give the theory an approximate Bayesian interpretation. The purpose of this paper is to satisfy these needs by developing a method of projecting the true score function onto a class of conservative estimating functions. By construction, a potential function for the projected score exists having many properties of a log-likelihood function.
Publié le : 1994-03-14
Classification:  Conservative vector field,  quasilikelihood,  linear estimating function,  potential function,  62J12,  62A10,  62A15
@article{1176325372,
     author = {Li, Bing and McCullagh, Peter},
     title = {Potential Functions and Conservative Estimating Functions},
     journal = {Ann. Statist.},
     volume = {22},
     number = {1},
     year = {1994},
     pages = { 340-356},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176325372}
}
Li, Bing; McCullagh, Peter. Potential Functions and Conservative Estimating Functions. Ann. Statist., Tome 22 (1994) no. 1, pp.  340-356. http://gdmltest.u-ga.fr/item/1176325372/