(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 )