The DOI matches its Crossref record; 3 of the 3 references it cites were found in a registry or an index.
Parameter Orthogonality and Approximate Conditional Inference
Abstract
SUMMARY: 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.
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Citations
Cites
Cox, D. R., & Hinkley, D. V. (1974) · doi:10.1007/978-1-4899-2887-0 · Cited by 3,089
Self-citationDifferential-Geometrical Methods in Statistics
Amari, S.-I. (1985) · Lecture Notes in Statistics · doi:10.1007/978-1-4612-5056-2 · Cited by 1,673
EFRON, B., & HINKLEY, D. V. (1978) · Biometrika · doi:10.1093/biomet/65.3.457 · Cited by 952
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Rue, H., Martino, S., & Chopin, N. (2009) · Journal of the Royal Statistical Society Series B: Statistical Methodology · doi:10.1111/j.1467-9868.2008.00700.x · Cited by 5,279
McCarthy, D. J., Chen, Y., & Smyth, G. K. (2012) · Nucleic Acids Research · doi:10.1093/nar/gks042 · Cited by 5,195
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FIRTH, D. (1993) · Biometrika · doi:10.1093/biomet/80.1.27 · Cited by 5,035
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Metadata
- Authors
- Cox, D. R., & Reid, N.
- Venue
- Journal of the Royal Statistical Society Series B: Statistical Methodology
- Publisher
- Oxford University Press (OUP)
- Published
- 1987-09-01
- Volume
- 49
- Issue
- 1
- Pages
- 1-18
- ISSN
- 1369-7412 (ISSN-L)
- 1467-9868
- OpenAlex
- W1959492
- Cited by
- 1,366
- References
- 3
- FWCI
- 29.81
- Type
- journal article
- Language
- en
- Open access
- closed
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