کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
10524943 957866 2005 19 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Improved profile likelihood inference
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
Improved profile likelihood inference
چکیده انگلیسی
Inference about a multiparameter of interest in the presence of nuisance parameters is oftentimes based on the profile likelihood function. However, it does not behave as a true likelihood function and several adjustments to the profile likelihood function have been proposed. In this paper, we consider an additive adjustment that aims at reducing the score and information biases of the score function from order O(1) to order O(n-1). The adjustment is applicable in wide generality since it allows both the interest and nuisance parameters to be vector-valued. We derive a Bartlett correction for the adjusted profile likelihood ratio statistic and obtain closed-form expressions for the class of the generalized linear models. A simulation study compares the performance of the usual profile likelihood ratio test, the adjusted profile likelihood ratio test and the associated Bartlett-corrected test.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 134, Issue 2, 1 October 2005, Pages 373-391
نویسندگان
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