Reducing the sensitivity to nuisance parameters in pseudo‐likelihood functions

DOI10.1002/cjs.11232zbMath1307.62045OpenAlexW1963666683MaRDI QIDQ5175761

Nancy Reid, Yang Ning, Kung-Yee Liang

Publication date: 25 February 2015

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

Full work available at URL: https://doi.org/10.1002/cjs.11232

zbMATH Keywords

invariancenuisance parameterspseudo-likelihoodcomposite likelihoodhigher order inference

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Point estimation (62F10)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Inference for clustered data using the independence loglikelihood
• Modified quasi-profile likelihoods from estimating functions
• A pairwise likelihood approach to estimation in multilevel probit models
• Pseudo maximum likelihood estimation: Theory and applications
• Quasi-profile loglikelihoods for unbiased estimating functions
• Adjustments of the profile likelihood from a new perspective
• The indirect method: inference based on intermediate statistics -- a synthesis and examples
• Models for discrete longitudinal data.
• On the asymptotic behaviour of the pseudolikelihood ratio test statistic with boundary problems
• Adjusted profile estimating function
• On a formula for the distribution of the maximum likelihood estimator
• A note on pseudolikelihood constructed from marginal densities
• Estimating functions and approximate conditional likelihood
• Wald's Test as Applied to Hypotheses in Logit Analysis
• An approximation to the modified profile likelihood function
• Likelihood functions for inference in the presence of a nuisance parameter
• Modified estimating functions
• Likelihood for component parameters
• Parameter Orthogonality and Bias Adjustment for Estimating Functions
• Approximate likelihood ratios for general estimating functions
• Reducing sensitivity to nuisance parameters in semiparametric models: a quasi-score method
• An Optimum Property of Regular Maximum Likelihood Estimation

This page was built for publication: Reducing the sensitivity to nuisance parameters in pseudo‐likelihood functions