We propose an adjustment of the modified profile likelihood based on a suitable matching prior on the parameter of interest only, i.e. a prior for which there is an agreement between frequentist and Bayesian inference.We show that the proposed modified profile likelihood has several desiderable inferential properties. Two examples are illustrated.
A Bayesian adjustment of the modified profile likelihood
VENTURA, LAURA;
2011
Abstract
We propose an adjustment of the modified profile likelihood based on a suitable matching prior on the parameter of interest only, i.e. a prior for which there is an agreement between frequentist and Bayesian inference.We show that the proposed modified profile likelihood has several desiderable inferential properties. Two examples are illustrated.File in questo prodotto:
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