Multiway empirical likelihood
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arXiv
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| Hauptverfasser: | , , |
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| Format: | Preprint |
| Veröffentlicht: |
2021
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| _version_ | 1866909282745712640 |
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| author | Chiang, Harold D Matsushita, Yukitoshi Otsu, Taisuke |
| author_facet | Chiang, Harold D Matsushita, Yukitoshi Otsu, Taisuke |
| contents | This 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. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2108_04852 |
| institution | arXiv |
| publishDate | 2021 |
| record_format | arxiv |
| spellingShingle | Multiway empirical likelihood Chiang, Harold D Matsushita, Yukitoshi Otsu, Taisuke Methodology Econometrics This 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. |
| title | Multiway empirical likelihood |
| topic | Methodology Econometrics |
| url | https://arxiv.org/abs/2108.04852 |