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Re: profile likelihood method


The paper 

@article{StaffordAndrews,
   author = {J.E. Stafford and D.F. Andrews},
   journal = {Biometrika},
   pages = {715-730},
   title = {A symbolic algorithm for studying adjustments to the 
            profile likelihood},
   volume = {80},
   year = {1993}
}

describes an implementation in Mathematica of profile likelihood calculations.
You may wish to contact the first author (stafford at uk.ac.ox.stats ; note the
reverse order of domains !).

I hope this helps.

Alessandro Di Bucchianico
Eindhoven University of Technology
email: sandro at win.tue.nl
WWW: http://www.win.tue.nl/win/math/bs/statistics/bucchianico


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