伪似然估计 和 剖面似然估计
----
伪似然估计:
参考文献:
Gong, G., and Samaniego, F. J. (1981), "pseudo Maximum Likelihood Estimation:
Theory and Applications," The Annals of Statistics, 9,861-869,[1581].
Tang, G., Little, R. J. A., and Raghunathan, T. E. (2003), “Analysis of
Multivariate Missing Data With Nonignorable Nonresponse,” Biometrika, 90,
747–764. [2,3,5,6,7,10,12]
因此,全似然函数是估计所有的参数,伪似然是待估参数中一部分已经估计出来了,用估计值带入到全似然函数中,估计剩下的参数。
剖面似然:
参考:ShaoJun :Mathematical Statistics: Exercises and Solutions P221