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| Titel: |
Converting observed likelihood to levels of significance for transformation models |
| Auteur: |
Wong, Augustine C. M. |
| Verschenen in: |
Communications in statistics |
| Paginering: | Jaargang 21 (1992) nr. 10 pagina's 2809-2823 |
| Jaar: |
1992 |
| Inhoud: |
Inference for a scalar parameter in the pressence of nuisance parameters requires high dimensional integrations of the joint density of the pivotal quantities. Recent development in asymptotic methods provides accurate approximations for significance levels and thus confidence intervals for a scalar component parameter. In this paper, a simple, efficient and accurate numerical procedure is first developed for the location model and is then extended to the location-scale model and the linear regression model. This numerical procedure only requires a fine tabulation of the parameter and the observed log likelihood function, which can be either the full, marginal or conditional observed log likelihood function, as input and output is the corresponding significance function. Numerical results showed that this approximation is not only simple but also very accurate. It outperformed the usual approximations such as the signed likelihood ratio statistic, the maximum likelihood estimate and the score statistic. |
| Uitgever: |
Taylor & Francis |
| Bronbestand: |
Elektronische Wetenschappelijke Tijdschriften |
Details van artikel 3 van 20 gevonden artikelen
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