Adjusted profile estimating function
调整后的剖面估计函数
In settings where the full probability model is not specified, consider a general estimating function g(θ, λ; y) that involves not only the parameters of interest, θ, but also some nuisance parameters, λ. We consider methods for reducing the effects on g of fitting nuisance parameters. We propose Cox–Reid‐type adjustment to the profile estimating function, g(θ, λ̂θ; y), that reduces its bias by two orders. Typically, only the first two moments of the response variable are…