Adjustments of the profile likelihood from a new perspective

DOI10.1016/j.jspi.2004.11.016zbMath1093.62028OpenAlexW2061089586MaRDI QIDQ2499097

Alessandra Salvan, Luigi Pace

Publication date: 14 August 2006

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2004.11.016

zbMATH Keywords

nuisance parameterpartial informationprofile likelihoodmodified profile likelihoodapproximate conditional likelihoodinterest respecting reparameterisationleast favourable curve

Mathematics Subject Classification ID

Multivariate analysis (62H99) Point estimation (62F10) Parametric inference (62F99)

Related Items

Objective Bayesian higher-order asymptotics in models with nuisance parameters, Objective Bayesian analysis using modified profile likelihood for the ratio of two log-normal means, Modified profile likelihood inference and interval forecast of the burst of financial bubbles, A matching prior for the product of normal means based on the modified profile likelihood, Aspects of likelihood inference, The role of score and information bias in panel data likelihoods, SECOND-ORDER BIAS REDUCTION FOR NONLINEAR PANEL DATA MODELS WITH FIXED EFFECTS BASED ON EXPECTED QUANTITIES, Marginal posterior simulation via higher-order tail area approximations, Pseudo-Likelihoods for Bayesian Inference, LIKELIHOOD INFERENCE IN AN AUTOREGRESSION WITH FIXED EFFECTS, On interval and point estimators based on a penalization of the modified profile likelihood, Adjustments of profile likelihood through predictive densities, BOOTSTRAP AND k-STEP BOOTSTRAP BIAS CORRECTIONS FOR THE FIXED EFFECTS ESTIMATOR IN NONLINEAR PANEL DATA MODELS, Adjusted QMLE for the spatial autoregressive parameter, Second-order corrected likelihood for nonlinear panel models with fixed effects, Reducing the sensitivity to nuisance parameters in pseudo‐likelihood functions, Integrated likelihood based inference for nonlinear panel data models with unobserved effects, Bias reduction in nonlinear and dynamic panels in the presence of cross-section dependence, Bayesian Analysis in Regression Models Using Pseudo-Likelihoods, Approximate Bayesian computation with modified log-likelihood ratios, A matching prior based on the modified profile likelihood for the common mean in multiple log-normal distributions, A matching prior based on the modified profile likelihood in a generalized Weibull stress-strength model, Modified Profile Likelihood for Fixed-Effects Panel Data Models

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Pseudo maximum likelihood estimation: Theory and applications
• Profile likelihood and conditionally parametric models
• An explicit large-deviation approximation to one-parameter tests.
• A note on directed adjusted profile likelihoods
• Likelihood Asymptotics
• Modified profile likelihoods in models with stratum nuisance parameters
• On a formula for the distribution of the maximum likelihood estimator
• Conditionality resolutions
• An approximation to the modified profile likelihood function
• Likelihood functions for inference in the presence of a nuisance parameter
• A simple general formula for tail probabilities for frequentist and Bayesian inference
• Likelihood for component parameters
• On Profile Likelihood
• Miscellanea. The directed modified profile likelihood in models with many nuisance parameters