scientific article; zbMATH DE number 845709
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zbMATH Open0834.62005MaRDI QIDQ4864288FDOQ4864288
Authors: Michael A. Martin, G. Alastair Young, Thomas J. Diciccio, Steven E. Stern 
Publication date: 8 April 1996
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asymptotic expansionparameterization invariancebiasbias reductionexponential familylocation-scale familynuisance parameterconditional profile likelihoodinformation biasorthogonal parameterizationsadditive adjustmentsgeneral bias- adjusted profile score statisticscaling adjustment
Cited In (24)
- Model selection in the presence of incidental parameters
- Likelihood inference in an autoregression with fixed effects
- Default prior distributions from quasi- and quasi-profile likelihoods
- Modified profile likelihood for fixed-effects panel data models
- Alternatives to the usual likelihood ratio test in mixed linear models
- Improved profile likelihood inference
- An RKHS framework for functional data analysis
- Modified quasi-profile likelihoods from estimating functions
- Adjustments of the profile likelihood from a new perspective
- Monte Carlo modified profile likelihood in models for clustered data
- Integrated likelihood based inference for nonlinear panel data models with unobserved effects
- A note on directed adjusted profile likelihoods
- Simple and accurate one-sided inference from signed roots of likelihood ratios
- Selection of error probability laws by generalized modified profile likelihood
- Quantifying nuisance parameter effects via decompositions of asymptotic refinements for likelihood-based statistics
- Biased information and the exchange paradox
- Reducing the sensitivity to nuisance parameters in pseudo‐likelihood functions
- Adjustments of profile likelihood through predictive densities
- The role of score and information bias in panel data likelihoods
- Likelihood inference for small variance components
- On a small sample adjustment for the profile score function in semiparametric smoothing models
- How Biased Is Your Model? Concentration Inequalities, Information and Model Bias
- Corrected likelihood-ratio tests in logistic regression using small-sample data
- Modified profile likelihood inference and interval forecast of the burst of financial bubbles
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