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

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  • De Bin, Riccardo

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.

Suggested Citation

  • De Bin, Riccardo, 2016. "On the equivalence between conditional and random-effects likelihoods in exponential families," Statistics & Probability Letters, Elsevier, vol. 110(C), pages 34-38.
    • Handle: RePEc:eee:stapro:v:110:y:2016:i:c:p:34-38
    DOI: 10.1016/j.spl.2015.12.002
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    References listed on IDEAS

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    1. N. Sartori, 2003. "Modified profile likelihoods in models with stratum nuisance parameters," Biometrika, Biometrika Trust, vol. 90(3), pages 533-549, September.
    2. Thomas A. Severini, 2007. "Integrated likelihood functions for non-Bayesian inference," Biometrika, Biometrika Trust, vol. 94(3), pages 529-542.
    3. Rice, Kenneth, 2008. "Equivalence Between Conditional and Random-Effects Likelihoods for Pair-Matched Case-Control Studies," Journal of the American Statistical Association, American Statistical Association, vol. 103, pages 385-396, March.
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