A conditional composite likelihood ratio test with boundary constraints
Sign Up to like & getrecommendations! Published in 2018 at "Biometrika"
DOI: 10.1093/biomet/asx066
Abstract: Summary Composite likelihood has been widely used in applications. The asymptotic distribution of the composite likelihood ratio statistic at the boundary of the parameter space is a complicated mixture of weighted &khgr;2 distributions. In this… read more here.
Keywords: conditional composite; likelihood ratio; likelihood; composite likelihood ... See more keywords
A Composite Likelihood Framework for Analyzing Singular DSGE Models
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DOI: 10.1162/rest_a_00718
Abstract: Abstract This paper builds on the composite likelihood concept of Lindsay (1988) to develop a framework for parameter identification, estimation, inference, and forecasting in dynamic stochastic general equilibrium (DSGE) models allowing for stochastic singularity. The… read more here.
Keywords: framework analyzing; framework; composite likelihood; likelihood framework ... See more keywords
A composite likelihood method for bivariate meta-analysis in diagnostic systematic reviews
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DOI: 10.1177/0962280214562146
Abstract: Diagnostic systematic review is a vital step in the evaluation of diagnostic technologies. In many applications, it involves pooling pairs of sensitivity and specificity of a dichotomized diagnostic test from multiple studies. We propose a… read more here.
Keywords: method bivariate; likelihood; diagnostic systematic; method ... See more keywords
A weighted composite likelihood approach for analysis of survey data under two-level models
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DOI: 10.5705/ss.2013.383
Abstract: Multi-level models provide a convenient framework for analyzing data from survey samples with hierarchical structures. Inferential procedures that take account of survey design features are well established for single-level (or marginal) models. On the other… read more here.
Keywords: two level; survey; composite likelihood; level models ... See more keywords