Likelihood inference in the presence of nuisance parameters

Abstract

We describe some recent approaches to likelihood based inference in the presence of nuisance parameters. Our approach is based on plotting the likelihood function and the $p$-value function, using recently developed third order approximations. Orthogonal parameters and adjustments to profile likelihood are also discussed. Connections to classical approaches of conditional and marginal inference are outlined.

Talk from PhyStat2003, Stanford, Ca, USA, September 2003, 7 pages, LaTeX, 5 ps figures, PSN THAT001