Miscellanea A note on pseudolikelihood constructed from marginal densities

Biometrika

Volumn 91, Issue 3, 2004, Pages 729-737

  Cox, D R ^a   Reid, N ^b  

^a NUFFIELD COLLEGE   (United Kingdom)

^b UNIVERSITY OF TORONTO   (Canada)

Author keywords

Component of variance; Composite likelihood; Consistency of estimation; Dichotomised Gaussian distribution; Generalised estimating equation; Genetic statistics; Maximum likelihood; Pseudo likelihood

Indexed keywords

EID: 24144486294     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/91.3.729     Document Type: Article

References (17)

1. ANDERSON, J. A. & PEMBERTON, J. D. (1985). The grouped continuous model for multivariate ordered categorical variables and covariate adjustment. Biometrics 41, 875-85.
2. BESAG, J. (1974). Spatial interaction and the statistical analysis of lattice systems (with Discussion). J. R. Statist. Soc. B 36, 192-236.
3. COLES, S. (2001). An Introduction to Statistical Modelling of Extreme Values. New York: Springer-Verlag.
4. Cox, D. R. (1972). The analysis of multivariate binary data. Appl. Statist. 21, 113-20.
5. Cox, D. R. & WERMUTH, N. (1994). A note on the quadratic exponential binary distribution. Biometrika 81, 403-8.
6. FEARNHEAD, P. (2003). Consistency of estimators of the population-scaled recombination rate. Theor. Pop. Biol. 64, 67-79.
7. HEAGERTY, P. J. & LELE, S. R. (1998). A composite likelihood approach to binary spatial data. J. Am. Statist. Assoc. 93, 1099-111.
8. HENDERSON, R. & SHIMAKURA, S. (2003). A serially correlated gamma frailty model for longitudinal count data. Biometrika 90, 355-66.
9. KUK, A. Y. C. & NOTT, D. J. (2000). A pairwise likelihood approach to analyzing correlated binary data. Statist. Prob. Lett. 47, 329-35.
10. LECESSIE, S. & VAN HOUWELINGEN, J. C. (1994). Logistic regression for correlated binary data. Appl. Statist. 43, 95-108.
11. LIANG, K.-Y., ZEGER, S. L. & QAQISH, B. (1992). Multivariate regression analysis for categorical data (with Discussion). J. R. Statist. Soc. B 54, 3-40.
12. LINDSAY, B. G. (1988). Composite likelihood methods. In Statistical Inference from Stochastic Processes, Ed. N. U. Prabhu, pp. 221-39. Providence: American Mathematical Society.
13. MCVEAN, G., AWADALLA, P. & FEARNHEAD, P. (2002). A coalescent-based method for detecting and estimating recombination from gene sequences. Genetics 160, 1231-41.
14. NOTT, D. J. & RYDÉN, T. (1999). Pairwise likelihood methods for inference in image models. Biometrika 86, 661-76.
15. PARNER, E. T. (2001). A composite likelihood approach to multivariate survival data. Scand. J. Statist. 28, 295-302.
16. TONG, Y. L. (1990). Multivariate Normal Distribution. New York: Springer-Verlag.
17. ZHAO, L. P. & PRENTICE, R. L. (1990). Correlated binary regression using a quadratic exponential model. Biometrika 77, 642-8.