A Simple Method for the Adjustment of Profile Likelihoods
We propose a simple adjustment for profile likelihoods. The aim of the adjustment is to alleviate some of the problems inherent in the use of profile likelihoods, such as bias, inconsistency and overoptimistic variance estimates. The adjustment is applied to the profile log-likelihood score function...
| Veröffentlicht in: | Journal of the Royal Statistical Society. Series B (Methodological). - Royal Statistical Society, 1948. - 52(1990), 2, Seite 325-344 |
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| Format: | Online-Aufsatz |
| Sprache: | English |
| Veröffentlicht: |
1990
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| Zugriff auf das übergeordnete Werk: | Journal of the Royal Statistical Society. Series B (Methodological) |
| Schlagworte: | Asymptotic Theory Bootstrap Nuisance Parameters Profile Likelihood Score Function Mathematics Behavioral sciences |
| Online verfügbar |
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