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Sartori, Nicola and Severini , T.A (2002) Conditional likelihood inference in generalized linear mixed models. [Working Paper] WORKING PAPER SERIES, 15/2002 . , PADOVA (Inedito)

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Abstract (english)

Consider a generalized linear model with a canonical link function, containing both fixed and random effects. In this paper, we consider inference about the fixed effects based on a conditional likelihood function. It is shown that this conditional likelihood function is valid for any distribution of the random effects and, hence, the resulting inferences about the fixed effects are insensitive to misspecification of the random effects distribution. Inferences based on the conditional likelihood are compared to those based on the likelihood function of the mixed effects model.

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EPrint type:Working Paper
Anno di Pubblicazione:June 2002
Key Words:Conditional likelihood; Exponential family; Incidental parameters; Random effects; Variance components.
Settori scientifico-disciplinari MIUR:Area 13 - Scienze economiche e statistiche > SECS-S/01 Statistica
Struttura di riferimento:Dipartimenti > Dipartimento di Scienze Statistiche
Codice ID:7324
Depositato il:15 Dec 2014 12:31
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