Abstract
The approximate conditional likelihood method proposed by Cox & Reid (1987) is applied to the estimation of a scalar parameter Θ, in the presence of nuisance parameters. The estimating function of Θ based on the approximate conditional likelihood is shown to be preferable to that based on the profile likelihood. A sufficient condition for both approaches to be equivalent is given. The role of parameter orthogonality is emphasized. Several examples including bivariate normal means with known coefficient of variation are presented.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 695-702 |
| Number of pages | 8 |
| Journal | Biometrika |
| Volume | 74 |
| Issue number | 4 |
| DOIs | |
| State | Published - Dec 1 1987 |
Keywords
- Asymptotics
- Conditional inference: Estimating function
- Nuisance parameter
- Parameter orthogonality
ASJC Scopus subject areas
- Statistics and Probability
- Mathematics(all)
- Agricultural and Biological Sciences (miscellaneous)
- Agricultural and Biological Sciences(all)
- Statistics, Probability and Uncertainty
- Applied Mathematics