본문 바로가기
KERD
논문KCI 등재

Hierarchical Likelihood and Statistical Inferences

Youngjo Lee|Il Do Ha
자연과학연구소 (The Institute of Natural Science)|2013.11|Quantitative Bio-Science|제32권 제2호|pp. 81-88

1

조회

0

다운로드

0

인용

0

참고문헌

키워드

Random effectBayesian approachH-likelihoodExtended likelihoodFisher approach

초록

In this paper we review the two existing ways, Bayesian and Fisher approaches, for statistical inferences. Then we discuss the hierarchical likelihood (h-likelihood; Lee and Nelder, 1996) framework, including its necessity and advantages. The usefulness of h-likelihood is illustrated via an example for prediction problem and analyses of two wellknown real data sets.

Abstract

In this paper we review the two existing ways, Bayesian and Fisher approaches, for statistical inferences. Then we discuss the hierarchical likelihood (h-likelihood; Lee and Nelder, 1996) framework, including its necessity and advantages. The usefulness of h-likelihood is illustrated via an example for prediction problem and analyses of two wellknown real data sets.

참고문헌 (23)

  1. Fisher RA, "On the mathematical foundations of theoretical statistics", Philos T Roy Soc A, 222, pp.309~368 (1922)
  2. Birnbaum A, "On the foundations of statistical inference(with discussion)", J Am Stat Ass, 57, pp.269~306 (1962)
  3. Lee Y, "Likelihood for random-effects(with discussion)", Stat Oper Res Trans, 29, pp.141~182 (2005)
  4. Lee Y, "Hierarchical generalized linear models(with discussion)", J Roy Stat Soc B, 58, pp.619~678 (1996)
  5. Bjφrnstad JF, "On the generalization of the likelihood function and likelihood principle", J Am Stat Ass, 91, pp.791~806 (1996)
  6. Lee Y, "Generalised Linear Models with Random Effects: unified analysis via h-likelihood" (2006), Chapman and Hall
  7. Lee Y, "Hierarchical generalised linear models: a synthesis of generalised linear models, random-effect models and structured dispersions", Biometrika, 88, pp.987~1006 (2001)
  8. Pearson K, "Notes on the history of correlation", Biometrika, 13, pp.25~45 (1920)
  9. Mathiasen PE, "Prediction functions", Scand J Stat, 6, pp.1~21 (1979)
  10. Bjφrnstad JF, "Predictive likelihood : A review(with discussion)", Stat Sci, 5, pp.242~265 (1990)
  11. Carlin BP, "Bayes and Empirical Bayes Methods for Data Analysis" (2000), Chapman and Hall
  12. Meng XL, "Bayesian Statistics 9", pp.473~500 (2011), Oxford University Press
  13. Paik MC, "Frequentist inference on random effects based on summarizability" (2013)
  14. Kim G, "Predictive likelihoods for random effects" (2013)
  15. Lee, Y, "Likelihood inference for models with unobservables: another view (with discussion)", Stat Sci, 24, pp.255~293 (2009)
  16. Ha ID, "Frailty modelling for survival data from multi-centre clinical trials", Stat Med, 30, pp.2144~2159 (2011)
  17. Lee Y, "Orthodox BLUP versus h-likelihood methods for inferences about random effects in Tweedie mixed models", Stat Comput, 20, pp.295~303 (2010)
  18. Ha ID, "Interval estimation of random effects in proportional hazards models with frailties", Stat Methods Med Res (2013)
  19. Thall PF, "Some covariance models for longitudinal count data with overdispersion", Biometrics, 46, pp.657~671 (1990)
  20. Ma R, "Nested generalized linear mixed models : Orthodox best linear unbiased predictor approach", J Roy Stat Soc B, 69, pp.625~641 (2007)
  21. McGilchrist CA, "Regression with frailty in survival analysis", Biometrics, 47, pp.461~466 (1991)
  22. Hougaard P, "Analysis of multivariate survival data" (2000), Springer-Verlag
  23. Ha ID, "Hierarchical likelihood approach for frailty models", Biometrika, 88, pp.233~243 (2001)

관련 논문AI추천

Survival Modelling with Various Random-Effect Structures하일도자연과학연구소 · Quantitative Bio-Science2014 · 제33권 제2호Minimum Empirical -Divergence Estimationand Inference조영수한국계량경제학회 · 계량경제학보2007 · 제18권 제2호Noninformative Priors for the Variance Ratio in Analysis of Covariance Model강상길, 곽상규, 김달호장전수학회 · Proceedings of the Jangjeon Mathematical Society(장전수학회 논문집)2016 · 제19권 제1호Maximum likelihood estimation in weighted sampling송병철, S. M. R. Alavi장전수학회 · Advanced Studies in Contemporary Mathematics2012 · 제22권 제1호Analysis of generalized progressive hybrid censored competing risks data박찬근, 이경준, 이재익한국마린엔지니어링학회 · 한국마린엔지니어링학회지2016 · 제40권 제2호Statistical Issues on Instrumental Scores for Non-likelihood Stochastic Models김태윤, 황선영자연과학연구소 · Quantitative Bio-Science2017 · 제36권 제2호

이 간행물의 다른 논문 (7건)

Robust EM Clustering via Mixture Model for Multivariate Regression김지영, Xuming Hepp. 69-80A New Coordinate Transformation between Inertial Reference Frames S and S′김군찬pp. 89-93Synthesis and Antioxidative Activity of 2-Allyl-4-aminophenol이서정, Hong, Victor Sukbong, 이진호pp. 95-99Synthesis and Properties of Poly(1,1-diisopropyl-3,4-diphenyl-2,5-silole)박영태pp. 101-106Synthesis of Phthalimide Derivatives as Pim-1 Kinase InhibitorsHong, Victor Sukbong, 이성호, 이진호, 이지훈pp. 107-113
원문 보기