Decoding the h-likelihood

DOI10.1214/09-STS277CzbMath1329.62340arXiv1010.0810MaRDI QIDQ907955

Xiao-Li Meng

Publication date: 2 February 2016

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1010.0810

zbMATH Keywords

predictionFisher informationmissing dataposterior predictive distributionlikelihood principlerandom effectBartlett identitiesancillary statisticsHessian informationpivotal predictive distribution

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Point estimation (62F10) Bayesian inference (62F15) Generalized linear models (logistic models) (62J12)

Related Items (12)

A review on recent advances and applications of h-likelihood method ⋮ The use of random-effect models for high-dimensional variable selection problems ⋮ I Got More Data, My Model is More Refined, but My Estimator is Getting Worse! Am I Just Dumb? ⋮ Properties of h‐Likelihood Estimators in Clustered Data ⋮ Discussion: Should a Working Model Actually Work? ⋮ Standard error estimates in hierarchical generalized linear models ⋮ H‐likelihood Predictive Intervals for Unobservables ⋮ Pseudo-Likelihoods for Bayesian Inference ⋮ Observational nonidentifiability, generalized likelihood and free energy ⋮ Rejoinder ⋮ Application of H-likelihood to factor analysis models with binary response data ⋮ Multivariate Bayesian logistic regression for analysis of clinical study safety issues

Cites Work

• Hierarchical generalised linear models: A synthesis of generalised linear models, random-effect models and structured dispersions
• From unit root to Stein's estimator to Fisher's \(k\) statistics: If you have a moment, I can tell you more
• Cross-fertilizing strategies for better EM mountain climbing and DA field exploration: a graphical guide book
• Discussion: One-step sparse estimates in nonconcave penalized likelihood models: Who cares if it is a white cat or a black cat?
• Bartlett type identities for martingales
• Bartlett identities and large deviations in likelihood theory
• Conditional and marginal models: another view (with comments and rejoinder)
• Hierarchical likelihood approach for frailty models
• Two slice-EM algorithms for fitting generalized linear mixed models with binary response
• Missing Data: Dial M for ???
• Generalized Linear Models with Random Effects
• Fiducial Generalized Confidence Intervals
• Consistent Estimates Based on Partially Consistent Observations
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Decoding the h-likelihood