Integrated likelihoods in models with stratum nuisance parameters

DOI10.1214/15-EJS1045zbMath1327.62304OpenAlexW1551496663MaRDI QIDQ491409

Thomas A. Severini, Nicola Sartori, Riccardo De Bin

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

zbMATH Keywords

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

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20)

Related Items (7)

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 multinomial distributions ⋮ Monte Carlo modified profile likelihood in models for clustered data ⋮ Integrated likelihood based inference for nonlinear panel data models with unobserved effects ⋮ Integrated Likelihood Inference in Small Sample Meta-analysis for Continuous Outcomes ⋮ Uniformly implementable small sample integrated likelihood ratio test for one-way and two-way ANOVA under heteroscedasticity and normality

Uses Software

• QUADPACK

Cites Work

• Asymptotics and the theory of inference
• Integrated likelihood methods for eliminating nuisance parameters. (With comments and a rejoinder).
• Integrated Likelihood Inference in Small Sample Meta-analysis for Continuous Outcomes
• Modified profile likelihoods in models with stratum nuisance parameters
• LIKELIHOOD INFERENCE IN AN AUTOREGRESSION WITH FIXED EFFECTS
• Likelihood ratio statistics based on an integrated likelihood
• Robust Priors in Nonlinear Panel Data Models
• An approximation to the modified profile likelihood function
• Bayes and likelihood calculations from confidence intervals
• Orthogonal Parameters and Panel Data
• Prior Distributions From Pseudo-Likelihoods in the Presence of Nuisance Parameters
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Integrated likelihoods in models with stratum nuisance parameters