The score function and a comparison of various adjustments of the profile likelihood

DOI10.2307/3315679zbMath0899.62025OpenAlexW2034967981MaRDI QIDQ4399503

James E. Stafford, Anthony C. Davison

Publication date: 15 November 1998

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

Full work available at URL: https://doi.org/10.2307/3315679

zbMATH Keywords

likelihood ratiocomputer algebraBartlett correctionmodified profile likelihoodscore functionmaximum-likelihood estimate

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05)

Related Items

LEVERAGE ADJUSTMENTS FOR DISPERSION MODELLING IN GENERALIZED NONLINEAR MODELS, Modifications of the Empirical Likelihood Interval Estimation with Improved Coverage Probabilities

Uses Software

• Mathematica

Cites Work

• A GENERAL METHOD FOR APPROXIMATING TO THE DISTRIBUTION OF LIKELIHOOD RATIO CRITERIA
• Bias reduction of maximum likelihood estimates
• Consistent Estimates Based on Partially Consistent Observations
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