Multiway empirical likelihood

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Tác giả: Harold D Chiang, Yukitoshi Matsushita, Taisuke Otsu

Ngôn ngữ: eng

Ký hiệu phân loại: 146.42 Logical positivism (Logical empiricism)

Thông tin xuất bản: 2021

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Bộ sưu tập: Metadata

ID: 167602

Comment: 29 pages, 2 tablesThis paper develops a general methodology to conduct statistical inference for observations indexed by multiple sets of entities. We propose a novel multiway empirical likelihood statistic that converges to a chi-square distribution under the non-degenerate case, where corresponding Hoeffding type decomposition is dominated by linear terms. Our methodology is related to the notion of jackknife empirical likelihood but the leave-out pseudo values are constructed by leaving columns or rows. We further develop a modified version of our multiway empirical likelihood statistic, which converges to a chi-square distribution regardless of the degeneracy, and discover its desirable higher-order property compared to the t-ratio by the conventional Eicker-White type variance estimator. The proposed methodology is illustrated by several important statistical problems, such as bipartite network, generalized estimating equations, and three-way observations.
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