Full Likelihood Inference for Abundance from Continuous Time Capture–Recapture Data
连续时间捕获—再捕获数据中总体数量的全似然推断AI 解读 ↓
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Summary Capture–recapture experiments are widely used cost-effective sampling techniques for estimating population sizes or abundances in biology, ecology, demography, epidemiology and reliability studies. For continuous time capture–recapture data, existing estimation methods are based on conditional likelihoods and an inverse weighting estimating equation. The corresponding Wald-type confidence intervals for the abundance may have severe undercoverage, and their lower limits can be below the number of individuals captured. We propose a full likelihood inference approach by combining a parametric or partial likelihood with the empirical likelihood. Under both parametric and semiparametric intensity models, we demonstrate that the maximum likelihood estimator attains the semiparametric efficiency lower bound and that the full likelihood ratio statistic for the abundance is asymptotically χ2 with 1 degree of freedom. Simulations indicate that compared with conditional-likelihood-based methods, the maximum full likelihood estimator has a smaller mean-square error, and the likelihood ratio confidence intervals often have remarkable gains in coverage probability. We illustrate the advantages of the proposed approach by analysing illegal immigrant data for the Netherlands and Prinia flaviventris data from Hong Kong.
This article introduces a framework for evaluating statistical decisions under both prior ambiguity and likelihood misspecification. We begin with an ambiguity set - a frequentist model that pairs a possibly misspecified likelihood with every possible prior - and uniformly expand it by a Kullback-Leibler radius to accommodate likelihood misspecification. We show that optimal decisions under this framework are equivalent to minimax decisions with an exponentially tilted loss…
双重差分方法的协变量平衡估计与模型选择
Remarkable progress has been made in difference-in-differences (DID) approaches to causal inference that estimate the average effect of a treatment on the treated (ATT). Of these, the semiparametric DID (SDID) approach incorporates a propensity score analysis into the DID setup. Supposing that the ATT is a function of covariates, we estimate it by weighting the inverse of the propensity score. In this study, as one way to make the estimation robust to the propensity score…
有序响应模型的简便半参数估计
We propose two simple semiparametric estimation methods for ordered response models with an unknown error distribution. The proposed methods do not require users to choose any tuning parameters, and they automatically incorporate the monotonicity restriction of the unknown distribution function. Fixing finite-dimensional parameters in the model, we construct nonparametric maximum likelihood estimates for the error distribution based on the related binary choice data or the…
非参数分位数工具变量回归加权平均导数的惩罚筛广义经验似然
This paper considers estimation and inference for a weighted average derivative (WAD) of a nonparametric quantile instrumental variables regression (NPQIV). NPQIV is a non-separable and nonlinear ill-posed inverse problem, which might be why there is no published work on the asymptotic properties of any estimator of its WAD. We first characterize the semiparametric efficiency bound for a WAD of a NPQIV, which, unfortunately, depends on an unknown conditional derivative…
非参数分位数工具变量回归加权平均导数的惩罚筛广义经验似然
This paper considers estimation and inference for a weighted average derivative (WAD) of a nonparametric quantile instrumental variables regression (NPQIV). NPQIV is a non-separable and nonlinear ill-posed inverse problem, which might be why there is no published work on the asymptotic properties of any estimator of its WAD. We first characterize the semiparametric efficiency bound for a WAD of a NPQIV, which, unfortunately, depends on an unknown conditional derivative…
正则模型中的过度识别
In the unconditional moment restriction model of Hansen (), specification tests and more efficient estimators are both available whenever the number of moment restrictions exceeds the number of parameters of interest. We show that a similar relationship between potential refutability of a model and existence of more efficient estimators is present in much broader settings. Specifically, a condition we name local overidentification is shown to be equivalent to both the…