eel (version 1.1)

exp_factor_est: Calculating expansion factor for EEL for parameters defined by estimating equations

Description

The function calculates the first order expansion factor of EEL for the parameters defined by estimating equations.

Usage

exp_factor_est(x, theta, equation)
"exp_factor_est"(x,theta,equation)

Arguments

x

Data Matrix.

theta

The value to be evaluated.

equation

The estimating equation by which the parameters are defined.

Value

The function will return a numerical value representing the value of the expansion factor calculated.

Details

The first order expansion factor for calculating EEL is defined as $$\gamma(n,l(\theta))=1+\frac{l(\theta)}{2n}.$$

The estimating equation input has to be a function of theta.

References

Tsao, M. (2013). Extending the empirical likelihood by domain expansion. The Canadian Journal of Statistics, 41 (2), 257-274.

See Also

eel-package, exp_factor, EEL_est, prime_image_est

Examples

#generate data with theoretical mean 2 and standard deviation 1
x=rnorm(100,2,1)
exp_factor_est(x=x, theta=2, equation="x-theta")