Three Examples of Accurate Likelihood Inference

• Published in: American Statistician (ISSN: 0003-1305), vol. 64, p. 131-139
• American Statistical Association, 2010

The modern theory of likelihood inference provides improved inferences in many parametric models, with little more effort than is required for application of standard first-order theory. We outline the relevant computations, and illustrate the calculations using a dilution assay, a zero-inflated Poisson regression model, and a short time series. In each case the effect of the higher order correction can be appreciable.

Keywords: Autoregression ; Bias reduction ; Dilution assay ; Higher order asymptotics ; Likelihood ; Zero-inflated Poisson distribution ; Conditional Inference ; Asymptotics ; Ratio

Reference

• STAT-ARTICLE-2010-004
• doi:10.1198/tast.2010.09004
• View record in Web of Science

Record created on 2010-02-24, modified on 2017-05-12