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Adjustments of profile likelihood through predictive densities

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  • Luigi Pace
  • Alessandra Salvan
  • Laura Ventura

Abstract

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Suggested Citation

  • Luigi Pace & Alessandra Salvan & Laura Ventura, 2011. "Adjustments of profile likelihood through predictive densities," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 63(5), pages 923-937, October.
    • Handle: RePEc:spr:aistmt:v:63:y:2011:i:5:p:923-937
    DOI: 10.1007/s10463-010-0274-9
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    References listed on IDEAS

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    1. Blundell,Richard & Newey,Whitney & Persson,Torsten (ed.), 2007. "Advances in Economics and Econometrics," Cambridge Books, Cambridge University Press, number 9780521692106.
    2. Blundell,Richard & Newey,Whitney & Persson,Torsten (ed.), 2007. "Advances in Economics and Econometrics," Cambridge Books, Cambridge University Press, number 9780521871549.
    3. Steven E. Stern, 1997. "A Second‐order Adjustment to the Profile Likelihood in the Case of a Multidimensional Parameter of Interest," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 59(3), pages 653-665.
    4. Blundell,Richard & Newey,Whitney K. & Persson,Torsten (ed.), 2007. "Advances in Economics and Econometrics," Cambridge Books, Cambridge University Press, number 9780521871532.
    5. N. Sartori, 2003. "Modified profile likelihoods in models with stratum nuisance parameters," Biometrika, Biometrika Trust, vol. 90(3), pages 533-549, September.
    6. Marriott,Paul & Salmon,Mark (ed.), 2000. "Applications of Differential Geometry to Econometrics," Cambridge Books, Cambridge University Press, number 9780521651165.
    7. Blundell,Richard & Newey,Whitney K. & Persson,Torsten (ed.), 2007. "Advances in Economics and Econometrics," Cambridge Books, Cambridge University Press, number 9780521692090.
    8. Thomas A. Severini, 2007. "Integrated likelihood functions for non-Bayesian inference," Biometrika, Biometrika Trust, vol. 94(3), pages 529-542.
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