QUASI PROFILE AND DIRECTED LIKELIHOODS FROM ESTIMATING FUNCTIONS

Frequently, corresponding to a given estimating equation it would be d esirable to have a scalar combinant having parametric derivative equal to the estimating function since such a combinant may serve as a quas i log likelihood. In general this cannot be achieved but it is neverth eless possible to define a quasi profile log likelihood and also a qua si directed likelihood, for an arbitrary one-dimensional parameter of interest and with the standard kind of distributional limit behaviour.