Mean loglikelihood and higher-order approximations

Higher-order approximations to p-values can be obtained from the loglikelihood function and a reparameterization that can be viewed as a canonical parameter in an exponential family approximation to the model. This approach clarifies the connection between Skovgaard (1996) and Fraser et al. (1999a), and shows that the Skovgaard approximation can be obtained directly using the mean loglikelihood function. Copyright 2010, Oxford University Press.

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Year of publication:	2010
Authors:	Reid, N. ; Fraser, D. A. S.
Published in:	Biometrika. - Biometrika Trust, ISSN 0006-3444. - Vol. 97.2010, 1, p. 159-170
Publisher:	Biometrika Trust

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Extent:	application/pdf
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008553401