Assessing parameter uncertainty via bootstrap likelihood ratio confidence regions

James Carpenter

Journal of Applied Statistics, 1998, vol. 25, issue 5, 639-649

Abstract: In this paper, we show that, under certain regularity conditions, constructing likelihood ratio confidence regions using a boostrap estimate of the distribution of the likelihood ratio statistic-instead of the usual chi 2 approximation-leads to regions which have a coverage error of O(n- 2), which is the same as that achieved using a Bartlett-corrected likelihood ratio statistic. We use the boostrap method to assess the uncertainty associated with dose-response parameters that arise in models for the Japanese atomic bomb survivors data.

Date: 1998
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DOI: 10.1080/02664769822873

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