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- W4384338087 abstract "Abstract We consider point estimation and inference based on modifications of the profile likelihood in models for dyadic interactions between n agents featuring agent-specific parameters. The maximum-likelihood estimator of such models has bias and standard deviation of order $$n^{-1}$$ <mml:math xmlns:mml=http://www.w3.org/1998/Math/MathML> <mml:msup> <mml:mi>n</mml:mi> <mml:mrow> <mml:mo>-</mml:mo> <mml:mn>1</mml:mn> </mml:mrow> </mml:msup> </mml:math> and so is asymptotically biased. Estimation based on modified likelihoods leads to estimators that are asymptotically unbiased and likelihood ratio tests that exhibit correct size." @default.
- W4384338087 created "2023-07-15" @default.
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- W4384338087 date "2023-07-14" @default.
- W4384338087 modified "2023-10-18" @default.
- W4384338087 title "Modified-likelihood estimation of fixed-effect models for dyadic data" @default.
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- W4384338087 doi "https://doi.org/10.1007/s13209-023-00284-0" @default.
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