Semi-empirical pseudo-likelihood for estimating equations in the presence of missing responses

Consider a semiparametric model which parameterizes only the conditional distribution of Y given X, f ( y | x , β ) , and allows the marginal distribution of X to be completely arbitrary. Under the semiparametric model, we develop semi-empirical pseudo-likelihood inference with estimating equation in the presence of missing responses. We define semi-empirical likelihood pseudo-score estimates for both the model parameter and the parameter in the estimating equation simultaneously. Also, we develop semi-empirical pseudo-likelihood ratio inference for them, respectively. A simulation was conducted to evaluate the finite sample properties of the proposed estimators and semi-empirical pseudo-likelihood approach.