Towards a unification of second-order theory for likelihood and marginal composite likelihood: Table 1

N. Lunardon
2015 Biometrika  
Theory is developed to show that second-order distributional behaviour of pseudolikelihood ratios can be modified to resemble that of likelihood counterparts by means of a suitable adjustment. The latter is conceived to enable the Bartlett correction for pseudolikelihood ratios when inference focuses on a scalar parameter. The proposed methodology can be framed in the likelihood setting where it can be interpreted as a device to achieve secondorder accurate inference that takes into an account
more » ... otential erroneous model assumptions. The efficacy of the proposal is demonstrated via simulation studies. Abstract: Theory is developed to show that second-order distributional behaviour of pseudolikelihood ratios can be modified to resemble that of likelihood counterparts by means of a suitable adjustment. The latter is conceived to enable the Bartlett correction for pseudolikelihood ratios when inference focuses on a scalar parameter. The proposed methodology can be framed in the likelihood setting where it can be interpreted as a device to achieve second-order accurate inference that takes into an account potential erroneous model assumptions. The efficacy of the proposal is demonstrated via simulation studies.
doi:10.1093/biomet/asv056 fatcat:x6eguet4e5gqlcesy44c3uz3jq