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Is profile likelihood a true likelihood? An argument in favor
[article]
2018
arXiv
pre-print
Profile likelihood is the key tool for dealing with nuisance parameters in likelihood theory. It is often asserted, however, that profile likelihood is not a 'true' likelihood. One implication is that likelihood theory lacks the generality of e.g. Bayesian inference, wherein marginalization is the universal tool for dealing with nuisance parameters. Here we argue that profile likelihood has as much claim to being a true likelihood as a marginal probability has to being a true probability
arXiv:1801.04369v4
fatcat:utmkxy5u4rab7ech2szmpniwfa