关于调整剖面似然计算的注记

A Note on the Calculation of Adjusted Profile Likelihood

Journal of the Royal Statistical Society. Series B: Statistical Methodology · 1993
被引 39
ABS 4

中文导读

本文推导了Cox和Reid提出的调整剖面似然的一种近似计算方法,无需显式正交化讨厌参数,并给出了示例。

Abstract

SUMMARY An adjustment to the profile likelihood examined by Cox and Reid required orthogonalization of the nuisance parameters with respect to the parameter of interest. An approximation to the adjusted profile likelihood not requiring explicit orthogonalization is derived and exemplified.

统计学计量经济学最大似然估计算法