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QUASI PROFILE AND DIRECTED LIKELIHOODS

FROM ESTIMATING FUNCTIONS

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O. E. BARNDORFF-NIELSEN

*Department of Theoretical Statistics, Institute of
Mathematics,
Aarhus University,*

Ny Munkegade, DK-8000 Aarhus C, Denmark
(Received May 16, 1994; revised January 6, 1995)

**Abstract.**
Frequently, corresponding to a given
estimating equation it would be desirable to have a scalar
combinant having parametric derivative equal to the estimating
function since such a combinant may serve as a quasi log
likelihood. In general this cannot be achieved but it is
nevertheless possible to define a quasi profile log likelihood and
also a quasi directed likelihood, for an arbitrary one-dimensional
parameter of interest and with the standard kind of distributional
limit behaviour.

*Key words and phrases*:
Directed likelihood, estimating
equations, profile likelihood.

**Source**
( TeX ,
DVI ,
PS )