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

N. Lunardon

Biometrika, 2016, vol. 103, issue 1, 225-230

Abstract: 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.

Date: 2016
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