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Journal of the Royal Statistical Society Series A (Statistics in Society)
Article . 2024 . Peer-reviewed
License: CC BY
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zbMATH Open
Article . 2024
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On partial likelihood

Authors: Reid, N.;

On partial likelihood

Abstract

Abstract Partial likelihood, introduced in Cox (1975, Partial likelihood. Biometrika, 62(2),269–276), formalizes the construction of the inference function developed in Cox (1972, Regression models and life-tables (with discussion). Journal of the Royal Statistical Society Series B, 34(2),187–220) and referred there to as a conditional likelihood. Partial likelihood can also be viewed as a version of composite likelihood, a different example of which was studied in Cox, and Reid (2004, A note on pseudolikelihood constructed from marginal densities. Biometrika, 91(3),729–737). In this note, I describe the links between partial and composite likelihood, and the connections to profile, marginal, and conditional likelihood. Somewhat tangentially, two recent applications of the Cox proportional hazards model from the medical literature are briefly discussed, as they highlight the model’s ongoing relevance while also raising some more general questions about inference.

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Keywords

logistic regression, nuisance parameters, conditional likelihood, marginal likelihood, Applications of statistics, profile likelihood, posterior distributions

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
Average
Average
hybrid
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