Remedying the Neyman–Scott phenomenon in model discrimination

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

zbMATH Keywords

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

Mathematics Subject Classification ID

65C05: Monte Carlo methods

62F07: Statistical ranking and selection procedures

62A99: Foundational topics in statistics

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