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Improved profile likelihood inference
Journal of Statistical Planning and Inference, 2005zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Ferrari, Silvia L. P. +2 more
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Journal of Applied Statistics, 2019
In clustered survival data, the dependence among individual survival times within a cluster has usually been described using copula models and frailty models.
I. Ha, Jong‐Min Kim, T. Emura
semanticscholar +1 more source
In clustered survival data, the dependence among individual survival times within a cluster has usually been described using copula models and frailty models.
I. Ha, Jong‐Min Kim, T. Emura
semanticscholar +1 more source
Biometrika, 1993
Summary: An adjustment to the profile likelihood proposed by \textit{D. R. Cox} and \textit{N. Reid} [J. R. Stat. Soc., Ser. B 49, 1-39 (1987; Zbl 0616.62006)] when the parameters are orthogonal is shown to agree with modified profile likelihood in a number of instances in which the parameters are not orthogonal.
Barndorff-Nielsen, Ole E. +1 more
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Summary: An adjustment to the profile likelihood proposed by \textit{D. R. Cox} and \textit{N. Reid} [J. R. Stat. Soc., Ser. B 49, 1-39 (1987; Zbl 0616.62006)] when the parameters are orthogonal is shown to agree with modified profile likelihood in a number of instances in which the parameters are not orthogonal.
Barndorff-Nielsen, Ole E. +1 more
openaire +3 more sources
On Profile Likelihood: Comment
Journal of the American Statistical Association, 2000Jianqing Fan, Wing-Hung Wong
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Frailty, profile likelihood, and medfly mortality
, 2014Unobserved heterogeneity is an increasingly common feature of statistical survival analysis where it is often referred to as frailty. Parametric mixture models are frequently used to capture these effects, but it is sometimes desirable to consider nonparametric mixture models as well.
R. Koenker, J. Gu
semanticscholar +2 more sources
Profile-Likelihood Inference for Highly Accurate Diagnostic Tests
Biometrics, 2002We consider profile-likelihood inference based on the multinomial distribution for assessing the accuracy of a diagnostic test. The methods apply to ordinal rating data when accuracy is assessed using the area under the receiver operating characteristic (ROC) curve.
Tsimikas, John V. +3 more
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Corrected modified profile likelihood heteroskedasticity tests
Statistics & Probability Letters, 2002zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Ferrari, Silvia L. P. +1 more
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Simple Accurate Approximation of Likelihood Profiles
Journal of Computational and Graphical Statistics, 2002Likelihood profiles for arbitrary functions of the model parameters are useful for constructing likelihood ratio confidence intervals, diagnosing linear approximation intervals, suggesting linearizing transforms, and many other purposes. This article investigates a simple integration method for producing accurate approximations to likelihood profiles ...
Chen, Jian-Shen, Jennrich, Robert I
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An explanation of generalized profile likelihoods
Statistics and Computing, 2001Let X, T, Y be random vectors such that the distribution of Y conditional on covariates partitioned into the vectors X e x and T e t is given by f(ys x, p), where p e (t, η(t)). Here t is a parameter vector and η(t) is a smooth, real–valued function of t. The joint distribution of X and T is assumed to be independent of t and η.
Joan G. Staniswalis, Peter F. Thall
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Estimating equations from modified profile likelihood
1991Abstract The score equation derived from the modified profile likelihood of Cox and Reid (1987) is examined by means of its stochastic asymptotic expansion, The bias and variance can then be evaluated explicitly, and it is easy to see that the estimating equation is unbiased to higher order than the score equation from the profile ...
H Ferguson, N Reid,, D R Cox
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