The method of envelopes to concisely calculate semiparametric efficient scores under parametric restrictions.
Int J Biostat
; 17(1): 1-5, 2020 12 24.
Article
em En
| MEDLINE
| ID: mdl-34008377
ABSTRACT
When addressing semiparametric problems with parametric restrictions (assumptions on the distribution), the efficient score (ES) of a parameter is often important for generating useful estimates. However, usual derivation of ES, although conceptually simple, is often lengthy and with many steps that do not help in understanding why its final form arises. This drawback often casts onto semiparametric estimation a mantle that can turn away otherwise able doctoral students or researchers. Here we show that many ESs can be obtained as a one-step derivation after we characterize those features (envelopes) of the unrestricted problem that are constrained in the restricted problem. We demonstrate our arguments in three problems with known ES but whose usual derivations are lengthy. We show that the envelope-based derivation is dramatically explanatory and compact, needing essentially two lines where the standard approach needs 10 or more pages. This suggests that the envelope method can add useful intuition and exegesis to both teaching and research of semiparametric estimation.
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Texto completo:
1
Coleções:
01-internacional
Base de dados:
MEDLINE
Assunto principal:
Projetos de Pesquisa
/
Modelos Estatísticos
Tipo de estudo:
Prognostic_studies
/
Risk_factors_studies
Limite:
Humans
Idioma:
En
Ano de publicação:
2020
Tipo de documento:
Article