An adjustment for marginal composite likelihoods is derived to match the second-order theory of the likelihood when inference is for a vector-valued parameter in the absence of nuisance components. The adjustment overcomes the failure of Bartlett identities for marginal composite likelihoods and leads to a Bartlett-correctable marginal composite likelihood ratio statistic.
Lunardon, N. (2015). Towards a unification of second-order theory for likelihood and marginal composite likelihood. BIOMETRIKA, 103(1), 225-230 [10.1093/biomet/asv056].
Towards a unification of second-order theory for likelihood and marginal composite likelihood
Lunardon, N.
2015
Abstract
An adjustment for marginal composite likelihoods is derived to match the second-order theory of the likelihood when inference is for a vector-valued parameter in the absence of nuisance components. The adjustment overcomes the failure of Bartlett identities for marginal composite likelihoods and leads to a Bartlett-correctable marginal composite likelihood ratio statistic.
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