Towards a unification of second-order theory for likelihood and marginal composite likelihood

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.

Country

Italy

Related Organizations

University of Milano-Bicocca
Italy
Ca Foscari University of Venice
Italy

Keywords

Bartlett correction; Composite likelihood; Model misspecification; Pseudolikelihood, Bartlett correction; Composite likelihood; Model misspecification; Pseudolikelihood;, Bartlett correction; Composite likelihood; Model misspecification; Pseudolikelihood; Agricultural and Biological Sciences (all); Agricultural and Biological Sciences (miscellaneous); Statistics and Probability; Mathematics (all); Applied Mathematics; Statistics, Probability and Uncertainty

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