Remedying the Neyman–Scott phenomenon in model discrimination
Publication:3019826
DOI10.1080/00949650903471015zbMath1221.62007OpenAlexW2060027198MaRDI QIDQ3019826
Alessandra Salvan, Laura Ventura, Luigi Pace
Publication date: 29 July 2011
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949650903471015
panel datanuisance parametermarginal likelihoodLaplace expansionprofile likelihoodAkaike's information criterionincidental parameters problemgroup invariancestratified dataTakeuchi's information criterion
Monte Carlo methods (65C05) Statistical ranking and selection procedures (62F07) Foundational topics in statistics (62A99)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Estimating the dimension of a model
- The incidental parameter problem since 1948
- Panel data analysis -- advantages and challenges (with comments and rejoinder)
- Likelihood-based discrimination between separate scale and regression models
- Modified profile likelihoods in models with stratum nuisance parameters
- The behaviour of the maximum likelihood estimator of limited dependent variable models in the presence of fixed effects
- Fixed Effects and Bias Due to the Incidental Parameters Problem in the Tobit Model
- On a formula for the distribution of the maximum likelihood estimator
- Statistical Models
- The Focused Information Criterion
- Model Selection and Multimodel Inference
- Quasi Most Powerful Invariant Goodness‐of‐fit Tests
- Consistent Estimates Based on Partially Consistent Observations
This page was built for publication: Remedying the Neyman–Scott phenomenon in model discrimination