© 1998 by Biometrika Trust
MISCELLANEA |
Multiple roots in general estimating equations
School of Mathematical Sciences, Australian National University Canberra, ACT 0200, Australiachris.heyde{at}maths.anu.edu.au
CSIRO Mathematical and Information Sciences Canberra, ACT 2601, Australiamorton{at}cbr.dit.csiro.au
This paper is concerned with simple methods for picking the correct root of a general estimating equation in the case of multiple roots. The use of methods based on (i) asymptotics, (ii) analogues of empirical information and (iii) goodness-of-fit type criteria are advocated, and examples are provided to illustrate their use. It is argued that there is no need to introduce approximate likelihood-ratio or deviance-based methods.
Key Words: Approximate likelihood ratio Deviance Estimating equation Goodness of fit Multiple roots Quasilikelihood