Multiple roots in general estimating equations

Abstract

This paper is concerned with simple methods for picking the correct root of a general estimating equation in the case of multiple roots. The use of methods based on (i) asymptotics, (ii) analogues of empirical information and (iii) goodness-of-fit type criteria are advocated, and examples are provided to illustrate their use. It is argued that there is no need to introduce approximate likelihood-ratio or deviance-based methods.