Likelihood for random-effect models (with discussion).

Título inglés	Likelihood for random-effect models (with discussion).
Título español	Verosimilitud para modelos de efectos aleatorios (con discusión).
Autor/es	Lee, Youngjo ; Nelder, John A.
Organización	Dep. Statist. Seoul Nat. Univ., Seúl, Corea del Sur;Imperial Coll. London, Londres, Reino Unido
Revista	1696-2281
Publicación	2005, 29 (2): 141-164, 51 Ref.
Tipo de documento	articulo
Idioma	Inglés
Resumen inglés	For inferences from random-effect models Lee and Nelder (1996) proposed to use hierarchical likelihood (h-likelihood). It allows influence from models that may include both fixed and random parameters. Because of the presence of unobserved random variables h-likelihood is not a likelihood in the Fisherian sense. The Fisher likelihood framework has advantages such as generality of application, statistical and computational efficiency. We introduce an extended likelihood framework and discuss why it is a proper extension, maintaining the advantages of the original likelihood framework. The new framework allows likelihood inferences to be drawn for a much wider class of models.
Clasificación UNESCO	120913
Palabras clave español	Modelos estadísticos ; Modelo jerárquico ; Estimador de máxima verosimilitud ; H-verosimilitud
Código MathReviews	MR2208555
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