Decoding the h-likelihood

DOI10.1214/09-STS277CzbMath1329.62340arXiv1010.0810MaRDI QIDQ907955

Xiao-Li Meng

Publication date: 2 February 2016

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1010.0810

zbMATH Keywords

prediction; Fisher information; missing data; posterior predictive distribution; likelihood principle; random effect; Bartlett identities; ancillary statistics; Hessian information; pivotal predictive distribution

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62F10: Point estimation

62F15: Bayesian inference

62J12: Generalized linear models (logistic models)

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I Got More Data, My Model is More Refined, but My Estimator is Getting Worse! Am I Just Dumb?, Rejoinder, Properties of h‐Likelihood Estimators in Clustered Data, Discussion: Should a Working Model Actually Work?, Standard error estimates in hierarchical generalized linear models, H‐likelihood Predictive Intervals for Unobservables, Multivariate Bayesian logistic regression for analysis of clinical study safety issues, Application of H-likelihood to factor analysis models with binary response data, The use of random-effect models for high-dimensional variable selection problems, A review on recent advances and applications of h-likelihood method, Observational nonidentifiability, generalized likelihood and free energy, Pseudo-Likelihoods for Bayesian Inference

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