Integrated likelihoods in models with stratum nuisance parameters

DOI10.1214/15-EJS1045zbMATH Open1327.62304OpenAlexW1551496663MaRDI QIDQ491409FDOQ491409

Authors: Thomas Severini, Riccardo De Bin, N. Sartori 

Publication date: 25 August 2015

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1436277594

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zbMATH Keywords

profile likelihoodmodified profile likelihoodnon stationary autoregressive modelprofile score biastwo-index asymptotics

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20)

Cites Work

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• Bayes and likelihood calculations from confidence intervals
• Integrated likelihood methods for eliminating nuisance parameters. (With comments and a rejoinder).
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• Frequency properties of inferences based on an integrated likelihood function
• Robust Priors in Nonlinear Panel Data Models
• Asymptotics and the theory of inference
• Prior distributions from pseudo-likelihoods in the presence of nuisance parameters
• Integrated likelihood inference in small sample meta-analysis for continuous outcomes
• Likelihood inference in an autoregression with fixed effects
• Likelihood ratio statistics based on an integrated likelihood
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Cited In (14)

• Integrated likelihood inference in multinomial distributions
• On the equivalence between conditional and random-effects likelihoods in exponential families
• Integrated likelihoods in parametric survival models for highly clustered censored data
• Integrated likelihood inference in small sample meta-analysis for continuous outcomes
• Modified profile likelihoods in models with stratum nuisance parameters
• Integrated likelihood methods for eliminating nuisance parameters. (With comments and a rejoinder).
• Monte Carlo modified profile likelihood in models for clustered data
• Integrated likelihood based inference for nonlinear panel data models with unobserved effects
• Likelihood ratio statistics based on an integrated likelihood
• Frequency properties of inferences based on an integrated likelihood function
• Uniformly implementable small sample integrated likelihood ratio test for one-way and two-way ANOVA under heteroscedasticity and normality
• Integrated likelihood inference in semiparametric regression models
• Integrated likelihoods for functions of a parameter
• Integrated likelihood functions for non-Bayesian inference

Uses Software

• QUADPACK

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