KEELE UNIVERSITY
CENTRE FOR MEDICAL STATISTICS
SEMINAR SERIES on BIOSTATISTICS 2002/2003
NO 6: Wednesday, February 19th 2003, at 2:30 pm
"Hierarchical likelihood inference"
Professor Youngjo Lee
Seoul National University
To make inferences from random-effect models, Lee and Nelder (1996)
proposed to use hierarchical likelihood (or
h-likelihood). An apparent criticism of the h-likelihood method derives
from a belief that it provides qualitatively different
(non-invariant) inferences for trivial re-expressions of the underlying
model; we believe that this is due to misunderstanding
of the nature of h-likelihood. We discuss invariance associated with
h-likelihood. We show how the misunderstanding has
arisen and how it can be resolved. We also summarize inference using
h-likelihood and illustrate practical applications.
Applications include the analysis of Salamander data and stochastic
volatility in finance area.
Venue: Room 2.22, Third Floor, MacKay Building, Keele University - All
welcome!!
http://www.keele.ac.uk/cwis.html
http://www.keele.ac.uk/depts/ma/news/#medstats
http://www.keele.ac.uk/university/campus/cgm.pdf
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Janet Drewery
Centre for Medical Statistics
Mathematics Department
MacKay Building
Keele University
Keele, Staffs ST5 5BG
Tel: (01782) 583269
Fax: (01782) 584268
E-mail: [log in to unmask]
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