Parametric Bootstrap Inference for Stratified Models With High-Dimensional Nuisance Specifications

DOI10.5705/ss.202021.0027arXiv2010.16186MaRDI QIDQ6064413

Alessandra Salvan, Ioannis Kosmidis, Ruggero Bellio, Nicola Sartori

Publication date: 9 November 2023

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2010.16186

zbMATH Keywords

incidental parametersmodified profile likelihoodprofile score biastwo-index asymptoticslocation and scale adjustment

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Parametric bootstrapping with nuisance parameters
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• Modified profile likelihoods in models with stratum nuisance parameters
• Simple and accurate one-sided inference based on a class of M-estimators
• The behaviour of the maximum likelihood estimator of limited dependent variable models in the presence of fixed effects
• Miscellanea. The directed modified profile likelihood in models with many nuisance parameters
• Essentials of Statistical Inference
• Modified Profile Likelihood for Fixed-Effects Panel Data Models
• Modern Likelihood‐Frequentist Inference

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