Statistics and Computing

, Volume 17, Issue 1, pp 49-55

First online:

H-likelihood: problems and solutions

  • Youngjo LeeAffiliated withDepartment of Statistics, Seoul National University Email author 
  • , John A. NelderAffiliated withDepartment of Mathematics, Imperial College
  • , Maengseok NohAffiliated withDivision of Mathematical Sciences, Pukyong National University

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In recent issues of this journal it has been asserted in two papers that the use of h-likelihood is wrong, in the sense of giving unsatisfactory estimates of some parameters for binary data (Kuk and Cheng, 1999; Waddington and Thompson, 2004) or theoretically unsound (Kuk and Cheng, 1999). We wish to refute both these assertions.


Hierarchical-likelihood H-likelihood Marginal likelihood Random effects Hierarchical generalized linear models