Consistent Confidence Intervals for Maximum Pseudolikelihood Estimators

نویسندگان

  • Bruce A. Desmarais
  • Skyler J. Cranmer
چکیده

Maximum pseudolikelihood estimation (MPLE) constitutes a computationally efficient and easily implemented alternative to maximum likelihood and simulationbased methods. The MPLE has been shown to be consistent and asymptotically normally distributed in a number of interesting cases. However, the coverage probability of the conventional confidence interval for the MPLE is biased downward. We provide a bootstrap method for consistently estimating confidence intervals for the MPLE. We then apply this method to the U.S. Supreme Court, where Justices’ votes on cases are characterized as a fully visible Boltzmann machine.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Bootstrap confidence intervals of CNpk for type‑II generalized log‑logistic distribution

This paper deals with construction of confidence intervals for process capability index using bootstrap method (proposed by Chen and Pearn in Qual Reliab Eng Int 13(6):355–360, 1997) by applying simulation technique. It is assumed that the quality characteristic follows type-II generalized log-logistic distribution introduced by Rosaiah et al. in Int J Agric Stat Sci 4(2):283–292, (2008). Discu...

متن کامل

Information and Asymptotic Efficiency of the Case-Cohort Sampling Design in Cox’s Regression Model

The efficiency of the maximum pseudolikelihood estimator and a number of improved estimators for the case-cohort sampling design in the proportional hazards regression model is studied. The asymptotic information for estimating the parametric regression parameter is calculated based on the effective score, which can be obtained by determining the component of the parametric score orthogonal to ...

متن کامل

Tapered Covariance: Bayesian Estimation and Asymptotics

The method of maximum tapered likelihood has been proposed as a way to quickly estimate covariance parameters for stationary Gaussian random fields. We show that under a useful asymptotic regime, maximum tapered likelihood estimators are consistent and asymptotically normal for covariance models in common use. We then formalize the notion of tapered quasi-Bayesian estimators and show that they ...

متن کامل

Inference for the Type-II Generalized Logistic Distribution with Progressive Hybrid Censoring

This article presents the analysis of the Type-II hybrid progressively censored data when the lifetime distributions of the items follow Type-II generalized logistic distribution. Maximum likelihood estimators (MLEs) are investigated for estimating the location and scale parameters. It is observed that the MLEs can not be obtained in explicit forms. We provide the approximate maximum likelihood...

متن کامل

An EM Algorithm for Estimating the Parameters of the Generalized Exponential Distribution under Unified Hybrid Censored Data

The unified hybrid censoring is a mixture of generalized Type-I and Type-II hybrid censoring schemes. This article presents the statistical inferences on Generalized Exponential Distribution parameters when the data are obtained from the unified hybrid censoring scheme. It is observed that the maximum likelihood estimators can not be derived in closed form. The EM algorithm for computing the ma...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2010