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Likelihood inference in the presence of nuisance parameters

2003/12/11 by N. Reid, Reid, N., D. A. S. Fraser +1
Physics and Astronomy · #Data Analysis #FOS: Physical sciences #Statistics and Probability (physics.data-an) #physics.data-an

paper · pdf · doi:10.48550/arxiv.physics/0312079

Talk from PhyStat2003, Stanford, Ca, USA, September 2003, 7 pages, LaTeX, 5 ps figures, PSN THAT001

arxiv created 2003/12/11 · arxiv updated 2009/12/01

Abstract

We describe some recent approaches to likelihood based inference in the presence of nuisance parameters. Our approach is based on plotting the likelihood function and the p-value function, using recently developed third order approximations. Orthogonal parameters and adjustments to profile likelihood are also discussed. Connections to classical approaches of conditional and marginal inference are outlined.

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