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Improved profile likelihood inference

Journal of Statistical Planning and Inference, 2005
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Ferrari, Silvia L. P.   +2 more
openaire   +1 more source

Profile likelihood approaches for semiparametric copula and frailty models for clustered survival data

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

A Note on the Relation Between Modified Profile Likelihood and the Cox-Reid Adjusted Profile Likelihood

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
openaire   +3 more sources

On Profile Likelihood: Comment

Journal of the American Statistical Association, 2000
Jianqing Fan, Wing-Hung Wong
  +6 more sources

Frailty, profile likelihood, and medfly mortality

, 2014
Unobserved 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, 2002
We 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
openaire   +3 more sources

Corrected modified profile likelihood heteroskedasticity tests

Statistics & Probability Letters, 2002
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Ferrari, Silvia L. P.   +1 more
openaire   +2 more sources

Simple Accurate Approximation of Likelihood Profiles

Journal of Computational and Graphical Statistics, 2002
Likelihood 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
openaire   +1 more source

An explanation of generalized profile likelihoods

Statistics and Computing, 2001
Let 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
openaire   +1 more source

Estimating equations from modified profile likelihood

1991
Abstract 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
openaire   +1 more source

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