# Tagged Questions

A measure of the quality of a statistical estimator.

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### Is MLE more efficient than Moment method?

I have got some small data sets (about 8 to 11 data points for each set), following Normal distribution. I would like to find out the 95% confidence interval of the 0.005 and 0.995 percentile of each ...
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### What is the statistical efficiency of L-moments?

In particular I am interested in the scale estimator. Hopefully it is much better than that of IQR.
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### How to statistically compare two fibonacci algorithms?

I have two Fibonacci recursive algorithms and I want to check the efficiency comparing them with each other. Does anyone know how to do it statistically? Here's my data. Recursive_1: Recursive_2 ...
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### Examining the relative efficiency of the trimmed mean

Using the following reference A survey of sampling from contaminated distributions, I am trying to investigate the relative efficiency (RE) for the mean vs the trimmed mean, given the following ...
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### quantile regression analysis

What is quantile regression? How can I use quantile regression to analyse technical efficiency in rubber farmers? I also want to use the production frontier. The response (y) variable is ...
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### Function of an efficient estimator

Let T be an efficient estimator for a parameter $\theta$. Let $g(\cdot)$ be a (real valued) non-linear function. Is $g(T)$ an UMVUE for $g(\theta)$?
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### Efficiency and the number of regressors?

An econometrician told me that I shouldn't keep adding new variables to the model even if I have reason to believe they're relevant to the response variable, as it "reduces the efficiency of the other ...
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### Asymptotic relative efficiency of median vs mean for Student t distribution

I am looking for a theoretical expression for the ARE of mean and median for student-t distribution against sample size (degree of freedom), exactly the blue curve shown in John Cook's blog. Can ...
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### A little confusion on Profile likelihood

As we all know, profile likelihood is an effective method for the estimation of conditional parametric model. But I still don't know exactly why it works. Profile likelihood was thoroughly studied by ...
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### Why efficiency matters?

Suppose we are trying to estimate the quantity $\theta$ and we have that the estimator $\hat\theta_n$. Suppose it is efficient, i.e. is variance is the smallest among certain class of other possible ...
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### Quantifying the loss of efficiency incurred by a pseudo-likelihood estimator relative to the true maximum likelihood estimator

I'm working on a couple of problems where I use pseudo-likelihood (a.k.a. composite likelihood) as an estimation method since full maximum likelihood is not feasible. To give some background without ...
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### Bootstrapping data envelopment analysis efficiency score using R

I want to perform bootstrapping for calculation of efficiency score from data envelopment analysis (DEA) using R. Are there any examples of data and results for this type of analysis in R to enable ...
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### How to compute efficiency?

Suppose instead of maximizing likelihood I maximize some other function g. Like likelihood, this function decomposes over x's (ie, g({x1,x2})=g({x1})g({x2}), and "maximum-g" estimator is consistent. ...