An empirical likelihood (EL) estimator was proposed by Qin and Zhang (2007) for a missing response problem under a missing at random assumption. They showed by simulation studies that the finite sample performance of EL estimator is better than some existing estimators. However, the empirical likelihood estimator does not have a uniformly smaller asymptotic variance than other estimators in general. We consider several modifications to the empirical likelihood estimator and show that the proposed estimator dominates the empirical likelihood estimator and several other existing estimators in terms of asymptotic efficiencies. The proposed estimator also attains the minimum asymptotic variance among estimators having influence functions in a certain class.
Statistical Methodology | Statistical Theory
Chan, Kwun Chuen Gary, "Modification and Improvement of Empirical Likelihood for Missing Response Problem" (December 2010). UW Biostatistics Working Paper Series. Working Paper 369.