prime_image_est {eel} | R Documentation |
The function calculates the prime image of a given point based on the similarity mapping defined in the EEL calculaiton.
prime_image_est(theta_tilda, theta, x, equation)
## Default S3 method:
prime_image_est(theta_tilda, theta, x, equation)
theta_tilda |
The maximum empirical likelihood estimates for parameters defined by estimating equations. |
theta |
The value to be evaluated. |
x |
Data Matrix. |
equation |
The estimating equation by which the parameters are defined, must be put as a function of theta. |
The prime image was found by solving the equation
f(\zeta'')=\zeta'.
See the reference paper for details.
The function returns a vector, with the same dimension as the mean, representing the prime image of the point theta, based on the similarity mapping defind in EEL calculation.
Yu Zhang
Tsao, M. (2013). Extending the empirical likelihood by domain expansion. The Canadian Journal of Statistics, 41 (2), 257-274.
Tsao, M., & Wu, F. (2013). Empirical likelihood on the full parameter space. Annals of Statistics, 0 (00), 1-21. doi: 10.1214/13-AOS1143
EEL
,exp_factor_est
,EEL_est
,prime_image
x=rnorm(50,6,2)
# find the prime image of true mean
prime_image_est(theta_tilda=mean(x),theta=6,x=x,"x-theta")