Parameter Orthogonality and Approximate Conditional Inference Export

@article{CoxReid87, abstract = {We consider inference for a scalar parameter \&\#968; in the presence of one or more nuisance parameters. The nuisance parameters are required to be orthogonal to the parameter of interest, and the construction and interpretation of orthogonalized parameters is discussed in some detail. For purposes of inference we propose a likelihood ratio statistic constructed from the conditional distribution of the observations, given maximum likelihood estimates for the nuisance parameters. We consider to what extent this is preferable to the profile likelihood ratio statistic in which the likelihood function is maximized over the nuisance parameters. There are close connections to the modified profile likelihood of Barndorff-Nielsen (1983). The normal transformation model of Box and Cox (1964) is discussed as an illustration.}, author = {Cox, D. R. and Reid, N.}, citeulike-article-id = {361869}, citeulike-linkout-0 = {http://dx.doi.org/10.2307/2345476}, citeulike-linkout-1 = {http://www.jstor.org/stable/2345476}, doi = {10.2307/2345476}, keywords = {bayes}, posted-at = {2008-08-29 10:31:21}, priority = {2}, title = {Parameter Orthogonality and Approximate Conditional Inference}, url = {http://dx.doi.org/10.2307/2345476} }

TY - JOUR ID - CoxReid87 L3 - citeulike-article-id:361869 N2 - We consider inference for a scalar parameter ψ in the presence of one or more nuisance parameters. The nuisance parameters are required to be orthogonal to the parameter of interest, and the construction and interpretation of orthogonalized parameters is discussed in some detail. For purposes of inference we propose a likelihood ratio statistic constructed from the conditional distribution of the observations, given maximum likelihood estimates for the nuisance parameters. We consider to what extent this is preferable to the profile likelihood ratio statistic in which the likelihood function is maximized over the nuisance parameters. There are close connections to the modified profile likelihood of Barndorff-Nielsen (1983). The normal transformation model of Box and Cox (1964) is discussed as an illustration. TI - Parameter Orthogonality and Approximate Conditional Inference KW - bayes AU - Cox, DR AU - Reid, N UR - http://dx.doi.org/10.2307/2345476 ER -