Decoding the h-likelihood

DOI10.1214/09-STS277CMaRDI QIDQ907955zbMATH OpenFDO

Authors 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, https://projecteuclid.org/euclid.ss/1270041255

zbMATH Keywords

predictionmissing datalikelihood principlerandom effectBartlett identitiesFisher informationposterior predictive distributionancillary statisticsHessian informationpivotal predictive distribution

Mathematics Subject Classification ID

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

Abstract: Discussion of "Likelihood Inference for Models with Unobservables: Another View" by Youngjo Lee and John A. Nelder [arXiv:1010.0303]

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Cited in

(14)

• Multivariate Bayesian logistic regression for analysis of clinical study safety issues
• The use of random-effect models for high-dimensional variable selection problems
• Rejoinder
• A review on recent advances and applications of h-likelihood method
• Pseudo-Likelihoods for Bayesian Inference
• A review of h-likelihood and hierarchical generalized linear model
• I got more data, my model is more refined, but my estimator is getting worse! Am I just dumb?
• Discussion: Should a Working Model Actually Work?
• Standard error estimates in hierarchical generalized linear models
• Properties of h‐Likelihood Estimators in Clustered Data
• Application of H-likelihood to factor analysis models with binary response data
• H‐likelihood Predictive Intervals for Unobservables
• Enhanced Laplace approximation
• Observational nonidentifiability, generalized likelihood and free energy

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