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Reparametrization of the least favorable submodel in semi-parametric multisample models

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arxiv 1205.1920 v1 pith:TQJ3VQJ4 submitted 2012-05-09 math.ST stat.TH

Yuichi Hirose , Alan Lee This is my paper · ORCID
classification math.STstat.TH
keywords efficientmethodproblemreparametrizationbeenbiometrikachallengingcomputation
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The method of estimation in Scott and Wild (Biometrika 84 (1997) 57--71 and J. Statist. Plann. Inference 96 (2001) 3--27) uses a reparametrization of the profile likelihood that often reduces the computation times dramatically. Showing the efficiency of estimators for this method has been a challenging problem. In this paper, we try to solve the problem by investigating conditions under which the efficient score function and the efficient information matrix can be expressed in terms of the parameters in the reparametrized model.

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