Remedying the Neyman–Scott phenomenon in model discrimination
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Publication:3019826
DOI10.1080/00949650903471015zbMath1221.62007MaRDI QIDQ3019826
Alessandra Salvan, Laura Ventura, Luigi Pace
Publication date: 29 July 2011
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949650903471015
panel data; nuisance parameter; marginal likelihood; Laplace expansion; profile likelihood; Akaike's information criterion; incidental parameters problem; group invariance; stratified data; Takeuchi's information criterion
65C05: Monte Carlo methods
62F07: Statistical ranking and selection procedures
62A99: Foundational topics in statistics
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