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On composite marginal likelihoods

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  • Cristiano Varin

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    Abstract

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    File URL: http://hdl.handle.net/10.1007/s10182-008-0060-7
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    Bibliographic Info

    Article provided by Springer in its journal AStA Advances in Statistical Analysis.

    Volume (Year): 92 (2008)
    Issue (Month): 1 (February)
    Pages: 1-28

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    Handle: RePEc:spr:alstar:v:92:y:2008:i:1:p:1-28

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    Web page: http://www.springerlink.com/link.asp?id=112915

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    Related research

    Keywords: Clustered data; Computational efficiency; Composite likelihood; Genetics; Longitudinal data; Missing data; Pairwise likelihood; Pseudolikelihood; Spatial data; Statistical efficiency; Survival analysis; Time series;

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    1. Kung-Yee Liang & Jing Qin, 2000. "Regression analysis under non-standard situations: a pairwise pseudolikelihood approach," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 62(4), pages 773-786.
    2. Paul Fearnhead & Peter Donnelly, 2002. "Approximate likelihood methods for estimating local recombination rates," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 64(4), pages 657-680.
    3. John J. Hanfelt, 2004. "Composite conditional likelihood for sparse clustered data," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 66(1), pages 259-273.
    4. Renard, Didier & Molenberghs, Geert & Geys, Helena, 2004. "A pairwise likelihood approach to estimation in multilevel probit models," Computational Statistics & Data Analysis, Elsevier, vol. 44(4), pages 649-667, January.
    5. repec:sae:ecolab:v:16:y:2006:i:2:p:1-2 is not listed on IDEAS
    6. Robin Henderson, 2003. "A serially correlated gamma frailty model for longitudinal count data," Biometrika, Biometrika Trust, vol. 90(2), pages 355-366, June.
    7. Guan, Yongtao, 2006. "A Composite Likelihood Approach in Fitting Spatial Point Process Models," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 1502-1512, December.
    8. Varin, Cristiano & Vidoni, Paolo, 2006. "Pairwise likelihood inference for ordinal categorical time series," Computational Statistics & Data Analysis, Elsevier, vol. 51(4), pages 2365-2373, December.
    9. Marc Aerts & Gerda Claeskens, 1999. "Bootstrapping Pseudolikelihood Models for Clustered Binary Data," Annals of the Institute of Statistical Mathematics, Springer, vol. 51(3), pages 515-530, September.
    10. Kuk, Anthony Y. C. & Nott, David J., 2000. "A pairwise likelihood approach to analyzing correlated binary data," Statistics & Probability Letters, Elsevier, vol. 47(4), pages 329-335, May.
    11. Richard E. Chandler & Steven Bate, 2007. "Inference for clustered data using the independence loglikelihood," Biometrika, Biometrika Trust, vol. 94(1), pages 167-183.
    12. Yongtao Guan, 2007. "A Composite Likelihood Cross-validation Approach in Selecting Bandwidth for the Estimation of the Pair Correlation Function," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 34(2), pages 336-346.
    13. D. R. Cox, 2004. "A note on pseudolikelihood constructed from marginal densities," Biometrika, Biometrika Trust, vol. 91(3), pages 729-737, September.
    14. Wai-Yin Poon & Sik-Yum Lee, 1987. "Maximum likelihood estimation of multivariate polyserial and polychoric correlation coefficients," Psychometrika, Springer, vol. 52(3), pages 409-430, September.
    15. C. A. Glasbey, 2001. "Non-linear autoregressive time series with multivariate Gaussian mixtures as marginal distributions," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 50(2), pages 143-154.
    16. E. T. Parner, 2001. "A Composite Likelihood Approach to Multivariate Survival Data," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 28(2), pages 295-302.
    17. Steffen Fieuws & Geert Verbeke & Filip Boen & Christophe Delecluse, 2006. "High dimensional multivariate mixed models for binary questionnaire data," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 55(4), pages 449-460.
    18. Anthony Y. C. Kuk, 2004. "Permutation invariance of alternating logistic regression for multivariate binary data," Biometrika, Biometrika Trust, vol. 91(3), pages 758-761, September.
    19. Michael L. Stein & Zhiyi Chi & Leah J. Welty, 2004. "Approximating likelihoods for large spatial data sets," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 66(2), pages 275-296.
    20. Cristiano Varin & Paolo Vidoni, 2005. "A note on composite likelihood inference and model selection," Biometrika, Biometrika Trust, vol. 92(3), pages 519-528, September.
    21. Varin, Cristiano & Host, Gudmund & Skare, Oivind, 2005. "Pairwise likelihood inference in spatial generalized linear mixed models," Computational Statistics & Data Analysis, Elsevier, vol. 49(4), pages 1173-1191, June.
    22. G. Molenberghs, 2001. "Multivariate Clustered Data Analysis in Developmental Toxicity Studies," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 55(3), pages 319-345.
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    Citations

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    Cited by:
    1. Paik, Jane & Ying, Zhiliang, 2012. "A composite likelihood approach for spatially correlated survival data," Computational Statistics & Data Analysis, Elsevier, vol. 56(1), pages 209-216, January.
    2. Bhat, Chandra R. & Sener, Ipek N. & Eluru, Naveen, 2010. "A flexible spatially dependent discrete choice model: Formulation and application to teenagers' weekday recreational activity participation," Transportation Research Part B: Methodological, Elsevier, vol. 44(8-9), pages 903-921, September.
    3. Joe, Harry & Lee, Youngjo, 2009. "On weighting of bivariate margins in pairwise likelihood," Journal of Multivariate Analysis, Elsevier, vol. 100(4), pages 670-685, April.
    4. Ipek Sener & Chandra Bhat, 2012. "Flexible spatial dependence structures for unordered multinomial choice models: formulation and application to teenagers’ activity participation," Transportation, Springer, vol. 39(3), pages 657-683, May.
    5. Ferdous, Nazneen & Eluru, Naveen & Bhat, Chandra R. & Meloni, Italo, 2010. "A multivariate ordered-response model system for adults' weekday activity episode generation by activity purpose and social context," Transportation Research Part B: Methodological, Elsevier, vol. 44(8-9), pages 922-943, September.
    6. Cavit Pakel & Neil Shephard & Kevin Sheppard, 2009. "Nuisance parameters, composite likelihoods and a panel of GARCH models," Economics Papers 2009-W12, Economics Group, Nuffield College, University of Oxford.
    7. Neil Shephard & Kevin Sheppard & Robert F. Engle, 2008. "Fitting vast dimensional time-varying covariance models," Economics Series Working Papers 403, University of Oxford, Department of Economics.
    8. Paleti, Rajesh & Bhat, Chandra R., 2013. "The composite marginal likelihood (CML) estimation of panel ordered-response models," Journal of choice modelling, Elsevier, vol. 7(C), pages 24-43.
    9. Lemonte, Artur J., 2013. "On the gradient statistic under model misspecification," Statistics & Probability Letters, Elsevier, vol. 83(1), pages 390-398.
    10. Molenberghs, Geert & Verbeke, Geert & Iddi, Samuel, 2011. "Pseudo-likelihood methodology for partitioned large and complex samples," Statistics & Probability Letters, Elsevier, vol. 81(7), pages 892-901, July.
    11. Bhat, Chandra R., 2011. "The maximum approximate composite marginal likelihood (MACML) estimation of multinomial probit-based unordered response choice models," Transportation Research Part B: Methodological, Elsevier, vol. 45(7), pages 923-939, August.

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