Critchley, F., Ford, I. and Rijal, O. (1988) Interval estimation based on the profile likelihood: strong Lagrangrain theory, with applications to discrimination. Biometrika, 75(1), pp. 21-28.
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Publisher's URL: http://www.jstor.org/stable/2336430
Abstract
Strong Lagrangian theory is used to illuminate the properties of the profile log likelihood. General conditions are given which lead to a simplification of the computations required to plot this function or calculate interval estimates based upon it. The results presented are rather general with a variety of possible applications. In particular, it is shown that they provide a simple solution to the important practical problem of obtaining an interval estimate for the posterior log odds ratio in the two population discrimination problem. The results are applied to the multivariate normal unequal covariance matrix case and are illustrated by an application.
| Item Type: | Articles |
|---|---|
| Status: | Published |
| Refereed: | Yes |
| Glasgow Author(s) Enlighten ID: | Ford, Professor Ian |
| Authors: | Critchley, F., Ford, I., and Rijal, O. |
| Subjects: | R Medicine > R Medicine (General) |
| College/School: | College of Medical Veterinary and Life Sciences > School of Health & Wellbeing > Robertson Centre |
| Journal Name: | Biometrika |
| Publisher: | Oxford University Press |
| ISSN: | 0006-3444 |
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