ON DERIVATION OF THE SEMI-PARAMETRIC WEIGHTED LIKELIHOOD ESTIMATOR, SPW, AND THE WEIGHTED CONDITIONAL PSEUDO LIKELIHOOD ESTIMATOR, WCPE
The aim of our study is to devise systems of weighted regression estimating equations for estimating the coefficients of weighted likelihood regression estimators. We constructed the system of weighted regression estimating equations, using different modified and unmodified weights. The study has come up with two new estimators, the semi-parametric weighted likelihood estimator, SPW and the weighted conditional pseudo-likelihood estimator, WCPE.
weighted regression estimating equations, weighted likelihood estimators.
Received: June 2, 2021; Accepted: July 28, 2021; Published: September 3, 2021
How to cite this article: Samuel Joel Kamun, Richard Simwa and Stanley Sewe, On derivation of the semi-parametric weighted likelihood estimator, SPW, and the weighted conditional pseudo likelihood estimator, WCPE, Far East Journal of Theoretical Statistics 62(2) (2021), 81-90. DOI: 10.17654/TS062020081
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