© 1993 by Biometrika Trust
MISCELLANEA |
Unbiased estimating equations derived from statistics that are functions of a parameter
Nufield College Oxford, OX1 1NF, U. K.
The formation of a combination of the observed random variables and a parameter of interest
having a distribution depending only on
provides one approach to the analysis of problems with many nuisance parameters. The condition for the resulting formal maximum likelihood estimating equation for
to be unbiased is derived. Applications include a regression model for exponentially distributed random variables with errors in the explanatory variables.
Key Words: Errors in explanatory variables Estimating equation Functional relation Incidental parameter Score function Structural relation