Likelihood-based inference with singular information matrix

DOI10.2307/3318576zbMath0976.62015OpenAlexW2068148900MaRDI QIDQ1567207

David R. Cox, Matteo Bottai, Andrea G. Rotnitzky, James M. Robins

Publication date: 8 January 2002

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/eca1e888fa145e70b43aa81a7cc8feec950e143d

zbMATH Keywords

rate of convergence likelihood ratio test identifiability reparametrization non-response constraint estimation non-ignorable

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Point estimation (62F10) Asymptotic properties of parametric tests (62F05)

Related Items (52)

Fourier-type estimation of the power GARCH model with stable-Paretian innovations ⋮ Likelihood Ratio Testing for Admixture Models with Application to Genetic Linkage Analysis ⋮ A note on the Fisher information matrix for the flexible generalized-skew-normal model ⋮ Confidence regions near singular information and boundary points with applications to mixed models ⋮ Unnamed Item ⋮ Testing for Normality When the Sampled Distribution Is Extended Skew-Normal ⋮ Bias prevention of maximum likelihood estimates for skew-normal-Cauchy distribution ⋮ Skew-normal alpha-power model [Statistics 48(2014) 1414–1428] ⋮ Skew-symmetric distributions and Fisher information: the double sin of the skew-normal ⋮ Specification testing with estimated variables ⋮ Approximate Bayesian computation using asymptotically normal point estimates ⋮ Detecting identification failure in moment condition models ⋮ Finite underidentification ⋮ Maximum likelihood estimation of stochastic frontier models with endogeneity ⋮ Skew-symmetric distributions and Fisher information -- a tale of two densities ⋮ On the skew-normal calibration model ⋮ A skew-normal factor model for the analysis of student satisfaction towards university courses ⋮ LIKELIHOOD INFERENCE IN AN AUTOREGRESSION WITH FIXED EFFECTS ⋮ Optimal reparametrization and large sample likelihood inference for the location-scale skew-normal model ⋮ Discussion ⋮ NEYMAN’S C(α) TEST FOR UNOBSERVED HETEROGENEITY ⋮ Discussion ⋮ Asymptotics and the theory of inference ⋮ On Fisher information matrices and profile log-likelihood functions in generalized skew-elliptical models ⋮ On the asymptotic distribution of the quadratic GMM estimator of a dynamic panel data model under a unit root ⋮ Inference in second-order identified models ⋮ The centred parametrization for the multivariate skew-normal distribution ⋮ NONSTANDARD ESTIMATION FOR THE VON MISES FISHER DISTRIBUTION ⋮ The asymptotic properties of GMM and indirect inference under second-order identification ⋮ Mixed-rates asymptotics ⋮ The nature of sensitivity in monotone missing not at random models ⋮ Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions ⋮ Diagnostics for skew-normal nonlinear regression models with AR(1) errors ⋮ Missing data mechanisms and their implications on the analysis of categorical data ⋮ SUP-TESTS FOR LINEARITY IN A GENERAL NONLINEAR AR(1) MODEL ⋮ The Extended Skew-Exponential Power Distribution and Its Derivation ⋮ On the singularity of multivariate skew-symmetric models ⋮ Impact evaluation of job training programmes: Selection bias in multilevel models ⋮ Testing for observation-dependent regime switching in mixture autoregressive models ⋮ Irregular N2SLS and Lasso estimation of the matrix exponential spatial specification model ⋮ Bimodality based on the generalized skew-normal distribution ⋮ SHRINKAGE ESTIMATION FOR NEARLY SINGULAR DESIGNS ⋮ Bias reduction of maximum likelihood estimates for a modified skew-normal distribution ⋮ An overview on the progeny of the skew-normal family -- a personal perspective ⋮ On multiple constraint skewed models ⋮ A note on likelihood ratio tests for models with latent variables ⋮ On asymptotic size distortions in the random coefficients logit model ⋮ Efficiency bounds for semiparametric models with singular score functions ⋮ An evaluation of methods to handle missing data in the context of latent variable interaction analysis: multiple imputation, maximum likelihood, and random forest algorithm ⋮ The sinh-arcsinhed logistic family of distributions: properties and inference ⋮ Singularity Structures and Impacts on Parameter Estimation in Finite Mixtures of Distributions ⋮ GMM ESTIMATION AND UNIFORM SUBVECTOR INFERENCE WITH POSSIBLE IDENTIFICATION FAILURE

This page was built for publication: Likelihood-based inference with singular information matrix