An efficient empirical likelihood approach for estimating equations with missing data

Cheng Yong Tang and Yongsong Qin
Biometrika (2012), pp. 1–7

We explore the use of estimating equations for efficient statistical inference in case of missing data. We propose a semi-parametric efficient empirical likelihood approach, and show that the empirical likelihood ratio statistic and its profile counterpart asymptotically follow central chi-square distributions when evaluated at the true parameter. The theoretical properties and practical performance of our approach are demonstrated through numerical simulations and data analysis.