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On confidence intervals associated with the usual and adjusted likelihoods |
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| Authors: | R Mukerjee & N Reid |
| Institution: | Indian Institute of Management, Calcutta, India,;University of Toronto, Canada |
| Abstract: | In the presence of nuisance parameters, we drive an explicit higher order asymptotic formula to compare the expected lengths of confidence intervals given by likelihood ratio statistics arising from the usual profile likelihood and various adjustments thereof. Highest posterior density regions, with approximate frequentist validity, are also included in the study. |
| Keywords: | Bartlett correction Expected length Highest posterior density region Likelihood ratio statistic Parameter orthogonality Point estimation |