Likelihood inference in the presence of nuisance parameters
Data Analysis, Statistics and Probability
2007-05-23 v1
Abstract
We describe some recent approaches to likelihood based inference in the presence of nuisance parameters. Our approach is based on plotting the likelihood function and the -value function, using recently developed third order approximations. Orthogonal parameters and adjustments to profile likelihood are also discussed. Connections to classical approaches of conditional and marginal inference are outlined.
Cite
@article{arxiv.physics/0312079,
title = {Likelihood inference in the presence of nuisance parameters},
author = {N. Reid and D. A. S. Fraser},
journal= {arXiv preprint arXiv:physics/0312079},
year = {2007}
}
Comments
Talk from PhyStat2003, Stanford, Ca, USA, September 2003, 7 pages, LaTeX, 5 ps figures, PSN THAT001