Mean loglikelihood and higher-order approximations

N. Reid and D. A. S. Fraser

Biometrika, 2010, vol. 97, issue 1, 159-170

Abstract: Higher-order approximations to p-values can be obtained from the loglikelihood function and a reparameterization that can be viewed as a canonical parameter in an exponential family approximation to the model. This approach clarifies the connection between Skovgaard (1996) and Fraser et al. (1999a), and shows that the Skovgaard approximation can be obtained directly using the mean loglikelihood function. Copyright 2010, Oxford University Press.

Date: 2010
References: Add references at CitEc
Citations: View citations in EconPapers (5)

Downloads: (external link)
http://hdl.handle.net/10.1093/biomet/asq001 (application/pdf)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:oup:biomet:v:97:y:2010:i:1:p:159-170

Ordering information: This journal article can be ordered from
https://academic.oup.com/journals

Access Statistics for this article

Biometrika is currently edited by Paul Fearnhead

More articles in Biometrika from Biometrika Trust Oxford University Press, Great Clarendon Street, Oxford OX2 6DP, UK.
Bibliographic data for series maintained by Oxford University Press ().