A Note on Mis-specified Estimating Functions

  title={A Note on Mis-specified Estimating Functions},
  author={Grace Y. Yi and N. Reid},
We consider the use of estimating functions which are not unbiased. Typically, to result in consistent estimators, unbiasedness of estimating functions is a pre-requisite. However, it may sometimes be easier to find a useful estimating function that is biased, especially in the presence of missing data or misclassified observations. We show that the root of the estimating function can be modified to give a consistent and asymptotically normal estimator, and illustrate this on several examples… CONTINUE READING