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|a (JST)2345439
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|a DE-627
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|c DE-627
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|a eng
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|a McCullagh, Peter
|e verfasserin
|4 aut
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|a A Simple Method for the Adjustment of Profile Likelihoods
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|c 1990
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|a Text
|b txt
|2 rdacontent
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|a Computermedien
|b c
|2 rdamedia
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|a Online-Ressource
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|a 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 at each parameter value so that its mean is zero and its variance is the negative expected derivative matrix of the adjusted score function. For cases in which explicit calculation of the adjustments is difficult, we give two methods to simplify their computation: an `automatic' simulation method that requires as input only the profile log-likelihood and its first few derivatives; first-order asymptotic expressions. Some examples are provided and a comparison is made with the conditional profile log-likelihood of Cox and Reid.
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|a Copyright 1990 Royal Statistical Society
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|a Asymptotic Theory
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| 650 |
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|a Bootstrap
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| 650 |
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|a Nuisance Parameters
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| 650 |
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|a Profile Likelihood
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| 650 |
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|a Score Function
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| 650 |
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|a Mathematics
|x Applied mathematics
|x Statistics
|x Applied statistics
|x Descriptive statistics
|x Measures of variability
|x Statistical variance
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| 650 |
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4 |
|a Mathematics
|x Applied mathematics
|x Analytics
|x Analytical estimating
|x Maximum likelihood estimation
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| 650 |
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4 |
|a Mathematics
|x Applied mathematics
|x Statistics
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| 650 |
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4 |
|a Mathematics
|x Mathematical values
|x Mathematical variables
|x Mathematical independent variables
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| 650 |
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4 |
|a Mathematics
|x Mathematical procedures
|x Approximation
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| 650 |
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4 |
|a Behavioral sciences
|x Psychology
|x Cognitive psychology
|x Cognitive processes
|x Thought processes
|x Reasoning
|x Inference
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| 650 |
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4 |
|a Mathematics
|x Pure mathematics
|x Linear algebra
|x Orthogonality
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| 650 |
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4 |
|a Mathematics
|x Mathematical expressions
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| 650 |
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4 |
|a Mathematics
|x Mathematical values
|x Ratios
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| 650 |
|
4 |
|a Mathematics
|x Applied mathematics
|x Statistics
|x Applied statistics
|x Descriptive statistics
|x Measures of variability
|x Multivariate statistical analysis
|x Covariance
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| 655 |
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|a research-article
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|a Tibshirani, Robert
|e verfasserin
|4 aut
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|i Enthalten in
|t Journal of the Royal Statistical Society. Series B (Methodological)
|d Royal Statistical Society, 1948
|g 52(1990), 2, Seite 325-344
|w (DE-627)30219746X
|w (DE-600)1490719-7
|x 00359246
|7 nnns
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|g volume:52
|g year:1990
|g number:2
|g pages:325-344
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|u https://www.jstor.org/stable/2345439
|3 Volltext
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|d 52
|j 1990
|e 2
|h 325-344
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