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On composite marginal likelihoods

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Author Info
Cristiano Varin ()
Abstract

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File URL: http://hdl.handle.net/10.1007/s10182-008-0060-7
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Publisher 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;

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

  1. Richard E. Chandler & Steven Bate, 2007. "Inference for clustered data using the independence loglikelihood," Biometrika, Oxford University Press for Biometrika Trust, vol. 94(1), pages 167-183. [Downloadable!] (restricted)
  2. 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. [Downloadable!] (restricted)
  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. [Downloadable!] (restricted)
  4. 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. [Downloadable!] (restricted)
  5. 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. [Downloadable!] (restricted)
  6. 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. [Downloadable!] (restricted)
  7. Cristiano Varin & Paolo Vidoni, 2005. "A note on composite likelihood inference and model selection," Biometrika, Oxford University Press for Biometrika Trust, vol. 92(3), pages 519-528, September. [Downloadable!] (restricted)
  8. 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. [Downloadable!] (restricted)
  9. 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. [Downloadable!] (restricted)
  10. 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. [Downloadable!] (restricted)
  11. Robin Henderson, 2003. "A serially correlated gamma frailty model for longitudinal count data," Biometrika, Oxford University Press for Biometrika Trust, vol. 90(2), pages 355-366, June.
  12. 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. [Downloadable!] (restricted)
  13. 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 and Swedish Statistical Association, vol. 28(2), pages 295-302. [Downloadable!] (restricted)
  14. 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. [Downloadable!] (restricted)
  15. 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. [Downloadable!] (restricted)
  16. 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. [Downloadable!] (restricted)
  17. Anthony Y. C. Kuk, 2004. "Permutation invariance of alternating logistic regression for multivariate binary data," Biometrika, Oxford University Press for Biometrika Trust, vol. 91(3), pages 758-761, September.
  18. 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 and Swedish Statistical Association, vol. 34(2), pages 336-346. [Downloadable!] (restricted)
  19. 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. [Downloadable!] (restricted)
  20. D. R. Cox, 2004. "A note on pseudolikelihood constructed from marginal densities," Biometrika, Oxford University Press for Biometrika Trust, vol. 91(3), pages 729-737, September.
  21. 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. [Downloadable!] (restricted)
Full references

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Cavit Pakel & Neil Shephard & Kevin Sheppard, 2009. "Nuisance parameters, composite likelihoods and a panel of GARCH models," OFRC Working Papers Series 2009fe03, Oxford Financial Research Centre. [Downloadable!]
  2. Robert F. Engle & Neil Shephard & Kevin Sheppard, 2008. "Fitting vast dimensional time-varying covariance models," Economics Series Working Papers 403, University of Oxford, Department of Economics. [Downloadable!]
    Other versions:
  3. Cavait Pakel & Neil Shephard & Kevin Sheppard, 2009. "Nuisance parameters, composite likelihoods and a panel of GARCH models," Economics Series Working Papers 458, University of Oxford, Department of Economics. [Downloadable!]
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This page was last updated on 2009-11-25.


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