Third-order average local powers of Bartlett-type adjusted tests: Ordinary versus adjusted profile likelihood

Adjusted Empirical Likelihood Method for Quantiles

Adjusted empirical likelihood and its properties

Computing profile empirical likelihood function is a key step in applications of empirical likelihood which involves constrained maximization. However, in some situations, solutions to the corresponding constraints may not exist. In this case, the convention is to assign a zero value to the profile empirical likelihood. This convention has at least two limitations. First, it is numerically diff...

An Adjusted profile likelihood for non-stationary panel data models with fixed effects

We calculate the bias of the profile score for the autoregressive parameters ρ and covariate slopes β in the linear model for N × T panel data with p lags of the dependent variable, exogenous covariates, fixed effects, and unrestricted initial observations. The bias is a vector of multivariate polynomials in ρ with coefficients that depend only on T . We center the profile score and, on integra...

Adjusted Likelihood Methods for Modelling Dispersion in Generalized Linear Models∗

This paper considers double generalized linear models, which allow the mean and dispersion to be modelled simultaneously in a generalized linear model context. Estimation of the dispersion parameters is based on a χ1 approximation to the unit deviances, and the accuracy of the saddle-point approximation which underlies this is discussed. Approximate REML methods are developed for estimation of ...

Adjusted exponentially tilted likelihood with applications to brain morphology.

In this article, we develop a nonparametric method, called adjusted exponentially tilted (ET) likelihood, and apply it to the analysis of morphometric measures. The adjusted exponential tilting estimator is shown to have the same first-order asymptotic properties as that of the original ET likelihood. The adjusted ET likelihood ratio statistic is applied to test linear hypotheses of unknown par...