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Diagnostics
for empirical likelihood inference
NICOLE LAZAR
DEPARTMENT OF STATISTICS
CARNEGIE MELLON UNIVERSITY
Empirical likelihood inference is based on confidence
intervals derived from the chi-square approximation to the log-likelihood
ratio statistic. One of the oft-touted advantages of the approach
is that it produces confidence intervals that reflect the symmetries and
asymmetries in the data, that is, the orientation of the sample.
This is in opposition to, for example, normal-theory intervals, which are
perforce symmetric. However, this flexibility also means that empirical
likelihood confidence intervals are potentially more sensitive to extreme
or unusual data points. By making changes in the sample, it is possible
to assess the influence of individual observations, on the empirical likelihood
itself, on the resultant confidence intervals, and on the conclusions that
are drawn from the data. In this talk, I will examine ways of evaluating
influence of data points, and suggest diagnostics that can be used to summarize
this information. I will demonstrate these ideas on a number of data
examples and for a variety of functionals of interest. |