Abstract #300447

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JSM 2002 Abstract #300447
Activity Number: 390
Type: Invited
Date/Time: Thursday, August 15, 2002 : 10:30 AM to 12:20 PM
Sponsor: IMS
Abstract - #300447
Title: The Use of Uncategorized Data to Improve Estimation Efficiency in Mixture Models via Empirical Likelihood
Author(s): Jing Qin*+
Affiliation(s): Memorial Sloan-Kettering Cancer Center
Address: , , , ,
Keywords:
Abstract:

In studying the relationship between a binary variable and a continuous variable, it is common that the value of the binary variable is missing for some observations, subsequently making those observations uncategorized. We show that the uncategorized data can be treated as auxiliary information, as in the survey sampling literature. We establish a framework for parametric and nonparametric estimation using the empirical likelihood method in this setting. The proposed estimators have improved efficiency over the categorized samples in the leading order and are more robust than the ratio estimator. Possible applications to tax-auditing problems and genetic studies are discussed. This is joint work with Songxi Chen (National University of Singapore).

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Revised March 2002