Consistent and scalable composite likelihood estimation of probit models with crossed random effects

DOI10.1093/BIOMET/ASAF037MaRDI QIDQ6929458zbMATH OpenFDO

Authors Ruggero Bellio, Swarnadip Ghosh, Art B. Owen, Cristiano Varin

Publication date 17 September 2025

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/BIOMET/ASAF037

zbMATH Keywords

adaptive Gauss-Hermite quadraturebinary regressione-commercehigh-dimensional data

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Generalized linear models (logistic models) (62J12) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cited in

(1)

• Accurate inference on a parameter of interest via parametric bootstrap in two-way crossed fixed effects models with sparse discrete data

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