Likelihood inference in the presence of nuisance parameters

Details Likelihood inference in the presence of nuisance parameters Likelihood inference in the presence of nuisance parameters

2003-12-11

arxiv.org/abs/physics/0312079v1

Physics

Data Analysis, Statistics and Probability

Talk from PhyStat2003, Stanford, Ca, USA, September 2003, 7 pages, LaTeX, 5 ps figures, PSN THAT001

Scientific paper

We describe some recent approaches to likelihood based inference in the presence of nuisance parameters. Our approach is based on plotting the likelihood function and the $p$-value function, using recently developed third order approximations. Orthogonal parameters and adjustments to profile likelihood are also discussed. Connections to classical approaches of conditional and marginal inference are outlined.

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