Generalized linear models incorporating population level information: An empirical-likelihood-based approach

Journal of the Royal Statistical Society. Series B: Statistical Methodology

Volumn 70, Issue 2, 2008, Pages 311-328

  Chaudhuri, Sanjay ^a   Handcock, Mark S ^b   Rendall, Michael S ^c  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

^b UNIVERSITY OF WASHINGTON   (United States)

^c RAND CORPORATION   (United States)

Author keywords

Constrained optimization; Empirical likelihood; Generalized linear models

Indexed keywords

EID: 38949172728     PISSN: 13697412     EISSN: 14679868     Source Type: Journal    
DOI: 10.1111/j.1467-9868.2007.00637.x     Document Type: Article

References (26)

1. Chaudhuri, S., Drton, M. Richardson, T. S. (2005) Estimation of a covariance matrix with zeros. Biometrika, 94, 199 216.
2. Chaudhuri, S., Handcock, M. S. Rendall, M. S 2006) glmc: an R package for generalized linear models subject to constraints. University of Washington, Seattle. (Available from http://www.stat.nus.edu.sg/sanjay/softwares/glmc.html.)
3. Chen, J. Qin, J. (1993) Empirical likelihood estimation for finite populations and the effective usage of auxiliary information. Biometrika, 80, 107 116.
4. Chen, J. Sitter, R. R. (1999) A pseudo empirical likelihood approach to the effective use of auxiliary information in complex surveys. Statist. Sin., 9, 385 406.
5. Chen, J., Sitter, R. R. Wu, C. (2002) Using empirical likelihood methods to obtain range restricted weights in regression estimators for surveys. Biometrika, 89, 230 237.
6. DiCiccio, T. J., Hall, P. Romano, J. P. (1989) Comparison of parametric and empirical likelihood functions. Biometrika, 76, 465 476.
7. Handcock, M. S., Huovilainen, S. M. Rendall, M. S. (2000) Combining registration-system and survey data to estimate birth probabilities. Demography, 37, 187 192.
8. Handcock, M. S., Rendall, M. S. Cheadle, J. E. (2005) Improved regression estimation of a multivariate relationship with population data on the bivariate relationship. Sociol. Methodol., 35, 291 334.
9. Hardin, J. W. Hilbe, J. M. (2003) Generalized Estimating Equations. Boca Raton : Chapman and Hall-CRC.
10. Hellerstein, J. K. Imbens, G. W. (1999) Imposing moment restrictions from auxiliary data by weighting. Rev. Econ. Statist., 81, 1 14.
11. Imbens, G. W. Lancaster, T. (1994) Combining micro and macro data in microeconomic models. Rev. Econ. Stud., 61, 655 680.
12. Imbens, G. W., Spady, R. H. Johnson, P. (1998) Information theoretic approaches to inference in moment condition models. Econometrica, 66, 333 357.
13. Kauermann, G. Carroll, R. J. (2001) A note on the efficiency of sandwich covariance matrix estimation. J. Am. Statist. Ass., 96, 1387 1396.
14. Lauritzen, S. L. (1996) Graphical Models. New York : Oxford University Press.
15. McCullagh, P. Nelder, J. A. (1989) Generalized Linear Models, 2nd edn. London : Chapman and Hall.
16. Office for National Statistics (1998) 1997 Birth Statistics. London : Stationery Office.
17. Owen, A. (2001) Empirical Likelihood. Boca Raton : Chapman and Hall-CRC.
18. Qin, J. (2000) Combining parametric and empirical likelihoods. Biometrika, 87, 484 490.
19. Qin, J. Lawless, J. (1994) Empirical likelihood and general estimating equations. Ann. Statist., 22, 300 325.
20. Qin, J. Lawless, J. (1995) Estimating equations, empirical likelihood and constraints on parameters. Can. J. Statist., 23, 145 159.
21. R Development Core Team (2006) R: a Language and Environment for Statistical Computing. Vienna: R Foundation for Statistical Computing. (Available from http://www.R-project.org.)
22. Ridder, G. E. Moffitt, R. (2007) The econometrics of data combination. In Handbook of Econometrics, 6B (eds J. J. Heckman E. E. Leamer). Amsterdam : North-Holland.
23. Serfling, R. J. (1980) Approximation Theorems of Mathematical Statistics. New York : Wiley.
24. Small, C. G. Wang, J. (2003) Numerical Methods for Nonlinear Estimating Equations. New York : Oxford University Press.
25. Taylor, M. F., Bryce, J., Buck, N. Prentice, E. (1995) British Household Panel Survey User Manual. Colchester : University of Essex.
26. Wedderburn, R. W. M. (1976) On the existence and uniqueness of the maximum likelihood estimates for certain generalized linear models. Biometrika, 63, 27 32.