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A note on a partial empirical likelihood

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  • F. Zou

Abstract

A partial profile empirical likelihood for a semiparametric mixture model (Zou et al., 2002) is shown to originate in a conditional likelihood involving additional nuisance parameters. The partial likelihood is the conditional likelihood with the nuisance parameters replaced by their estimators from the full likelihood. The conditional likelihood suggests alternative estimators. We demonstrate that the partial likelihood estimator is more efficient than an estimator for which the nuisance parameters are known. The practical implications of this counter-intuitive result are discussed. Copyright Biometrika Trust 2002, Oxford University Press.

Suggested Citation

  • F. Zou, 2002. "A note on a partial empirical likelihood," Biometrika, Biometrika Trust, vol. 89(4), pages 958-961, December.
    • Handle: RePEc:oup:biomet:v:89:y:2002:i:4:p:958-961
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    Cited by:

    1. Wang, Dong & Chen, Song Xi, 2009. "Combining quantitative trait loci analyses and microarray data: An empirical likelihood approach," Computational Statistics & Data Analysis, Elsevier, vol. 53(5), pages 1661-1673, March.
    2. Biao Zhang, 2006. "A Partial Empirical Likelihood Based Score Test Under a Semiparametric Finite Mixture Model," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 58(4), pages 707-719, December.

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