A note on pseudolikelihood constructed from marginal densities

被引:261
作者
Cox, DR [1 ]
Reid, N
机构
[1] Univ Oxford Nuffield Coll, Oxford OX1 1NF, England
[2] Univ Toronto, Dept Stat, Toronto, ON M5S 3GS, Canada
基金
加拿大自然科学与工程研究理事会;
关键词
component of variance; composite likelihood; consistency of estimation; dichotomised Gaussian distribution; generalised estimating equation; genetic statistics; maximum likelihood; pseudo-likelihood;
D O I
10.1093/biomet/91.3.729
中图分类号
Q [生物科学];
学科分类号
07 ; 0710 ; 09 ;
摘要
For likelihood-based inference involving distributions in which high-dimensional dependencies are present it may be useful to use approximate likelihoods based, for example, on the univariate or bivariate marginal distributions. The asymptotic properties of formal maximum likelihood estimators in such cases are outlined. In particular, applications in which only a single q x 1 vector of observations is observed are examined. Conditions under which consistent estimators of parameters result from the approximate likelihood using only pairwise joint distributions are studied. Some examples are analysed in detail.
引用
收藏
页码:729 / 737
页数:9
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