Workshops

Moment-type Estimators for the Proportional Likelihood Ratio Model with Longitudinal Data

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Wei-Yann Tsai

2012-12-21
10:05:00 - 10:55:00

308 , Mathematics Research Center Building (ori. New Math. Bldg.)

Luo & Tsai (2012) proposed the proportional likelihood ratio model and discussed a maximum likelihood method for parameter estimation. In this paper, we use this model as the marginal dis-tribution to analyze longitudinal data, where the maximum likelihood method is not suitable because the joint distribution is not fully specified. We propose a moment-type method which is an extension of the generalized estimating equation method. The resulting estimators are consistent and asymptotically normal and perform well in our simulation study.