On the equivalence between conditional and random-effects likelihoods in exponential families

Riccardo De Bin

Statistics & Probability Letters, 2016, vol. 110, issue C, 34-38

Abstract: In the exponential families framework, we provide a mixing distribution which assures the equivalence between the conditional and the random-effects likelihoods, two widely used tools to make inference on a parameter of interest in the case of many nuisance parameters.

Keywords: Modified profile likelihood; Neyman–Scott problem; Stratified models (search for similar items in EconPapers)
Date: 2016
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DOI: 10.1016/j.spl.2015.12.002

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