Modified profile likelihoods in models with stratum nuisance parameters

DOI10.1093/BIOMET/90.3.533zbMATH Open1436.62086OpenAlexW1988572610MaRDI QIDQ2813871FDOQ2813871

Authors: N. Sartori 

Publication date: 27 June 2016

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/90.3.533

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• scientific article; zbMATH DE number 1241177

zbMATH Keywords

conditional likelihoodprofile likelihoodmodified profile likelihoodprofile score biastwo-index asymptoticsincidental nuisance parameter

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12)

Cited In (42)

• Model selection in the presence of incidental parameters
• Likelihood inference in an autoregression with fixed effects
• Beyond first-order asymptotics for Cox regression
• On partial likelihood and the construction of factorisable transformations
• An alternative specification of generalized linear mixed models
• Adjusted QMLE for the spatial autoregressive parameter
• Modified profile likelihood for fixed-effects panel data models
• Location-adjusted Wald statistics for scalar parameters
• Improved testing inference in mixed linear models
• On the equivalence between conditional and random-effects likelihoods in exponential families
• Alternatives to the usual likelihood ratio test in mixed linear models
• Estimating the negative binomial dispersion parameter with highly stratified surveys
• Integrated likelihoods in models with stratum nuisance parameters
• When should modes of inference disagree? Some simple but challenging examples
• Integrated likelihoods in parametric survival models for highly clustered censored data
• Integrated likelihood inference in small sample meta-analysis for continuous outcomes
• Communication-efficient distributed \(M\)-estimation with missing data
• Modified quasi-profile likelihoods from estimating functions
• Adjustments of the profile likelihood from a new perspective
• A robust method for finely stratified familial studies with proband-based sampling
• Monte Carlo modified profile likelihood in models for clustered data
• Inference about regression parameters using highly stratified survey count data with over-dispersion and repeated measurements
• Bias reduction in nonlinear and dynamic panels in the presence of cross-section dependence
• Time-specific average estimation of dynamic panel regressions
• Combining multivariate bioassays: accurate inference using small sample asymptotics
• Title not available (Why is that?)
• Parametric Bootstrap Inference for Stratified Models With High-Dimensional Nuisance Specifications
• Remedying the Neyman-Scott phenomenon in model discrimination
• Quantifying nuisance parameter effects via decompositions of asymptotic refinements for likelihood-based statistics
• Asymptotics and the theory of inference
• Improved estimation in negative binomial regression
• Approximate conditional inference in mixed-effects models with binary data
• Accurate parametric inference for small samples
• Miscellanea. The directed modified profile likelihood in models with many nuisance parameters
• Mean and median bias reduction in generalized linear models
• Reduced bias estimation of the log odds ratio
• Some challenges for statistics
• Adjustments of profile likelihood through predictive densities
• Parameter estimation in nonlinear mixed effect models based on ordinary differential equations: an optimal control approach
• The role of score and information bias in panel data likelihoods
• Practical Use of Modified Maximum Likelihoods for Stratified Data
• Robust modified profile estimating function with application to the generalized estimating equation

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