Statistics and Computing

, Volume 17, Issue 1, pp 49–55

H-likelihood: problems and solutions

Article

DOI: 10.1007/s11222-006-9006-7

Cite this article as:
Lee, Y., Nelder, J.A. & Noh, M. Stat Comput (2007) 17: 49. doi:10.1007/s11222-006-9006-7

Abstract

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.

Keywords

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

Copyright information

© Springer Science+Business Media, LLC 2007

Authors and Affiliations

  1. 1.Department of StatisticsSeoul National UniversitySeoulKorea
  2. 2.Department of MathematicsImperial CollegeLondonUK
  3. 3.Division of Mathematical SciencesPukyong National UniversityBusanKorea