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Assessing parameter uncertainty via bootstrap likelihood ratio confidence regions

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  • James Carpenter

Abstract

In this paper, we show that, under certain regularity conditions, constructing likelihood ratio confidence regions using a boostrap estimate of the distribution of the likelihood ratio statistic-instead of the usual chi 2 approximation-leads to regions which have a coverage error of O(n- 2), which is the same as that achieved using a Bartlett-corrected likelihood ratio statistic. We use the boostrap method to assess the uncertainty associated with dose-response parameters that arise in models for the Japanese atomic bomb survivors data.

Suggested Citation

  • James Carpenter, 1998. "Assessing parameter uncertainty via bootstrap likelihood ratio confidence regions," Journal of Applied Statistics, Taylor & Francis Journals, vol. 25(5), pages 639-649, June.
    • Handle: RePEc:taf:japsta:v:25:y:1998:i:5:p:639-649
    DOI: 10.1080/02664769822873
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    References listed on IDEAS

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    1. G. J. McLachlan, 1987. "On Bootstrapping the Likelihood Ratio Test Statistic for the Number of Components in a Normal Mixture," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 36(3), pages 318-324, November.
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    1. Lemonte, Artur J. & Ferrari, Silvia L.P. & Cribari-Neto, Francisco, 2010. "Improved likelihood inference in Birnbaum-Saunders regressions," Computational Statistics & Data Analysis, Elsevier, vol. 54(5), pages 1307-1316, May.

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