You are not currently logged in.
Access JSTOR through your library or other institution:
If You Use a Screen ReaderThis content is available through Read Online (Free) program, which relies on page scans. Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
Stable and Invariant Adjusted Directed Likelihoods
O. E. Barndorff-Nielsen and S. R. Chamberlin
Vol. 81, No. 3 (Aug., 1994), pp. 485-499
Stable URL: http://www.jstor.org/stable/2337121
Page Count: 15
Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
Preview not available
For the purpose of making inferences for a one-dimensional interest parameter, or constructing approximate complementary ancillaries or residuals, the directed likelihood or signed squared root of the likelihood ratio statistic can be adjusted so that the resulting modified directed likelihood is under ordinary repeated sampling approximately standard normal with error of O(n-3/2), conditional on a suitable ancillary statistic and hence unconditionally. In general, suitable specification of the ancillary statistic may be difficult. We introduce two adjusted directed likelihoods which are similar to the modified directed likelihood but do not require the specification of the ancillary statistic. The error of the standard normal approximation to the distribution of these new adjusted directed likelihoods is O(n-1), conditional on any reasonable ancillary statistic, which is still an improvement over the unadjusted directed likelihoods.
Biometrika © 1994 Biometrika Trust