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Singular information matrix
Theory and mehtods related to the non-regular scenario in likelihood-based inference when the Fisher information matrix is singular at some points in the parameter space. |
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Papers
Rotnitzky A, Cox DR, Bottai M, Robins JM. Likelihood-based asymptotic inference with singular information. Bernoulli, 6(2): 243-284, 2000 Bottai M. Confidence regions when the Fisher information is zero. Biometrika, 90(1): 73-84, 2003 Bottai M, Orsini N. Confidence intervals for the variance component of random-effects linear models. The Stata Journal, 4(4): 429-435, 2004 Bottai M, Geraci M, Lawson A. Testing for Unusual Aggregation of Health Risk in Semiparametric Models. Statistics in Medicine, 27(15): 2902-2921, 2008 Ekvall KO, Bottai M. Confidence regions near singular information and boundary points with applications to mixed models. Annals of Statistics, 50(3): 1806-1832, 2022 |
Presentations
Bottai M. Local level of the Wald test when the information is zero. Proceedings of the Annual National Conference of the Italian Statistical Society, Cleup, Padua, Italy, 361-364, 2002 Software Download software in Stata: net install st0077, from(http://www.stata-journal.com/software/sj4-4/) Download software and a worked out example in R from:
https://github.com/koekvall/lmmstest
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Unit of Biostatistics, Nobels väg 13, Karolinska Institutet, 17177 Stockholm, Sweden |