Marginal Likelihood

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John D. Kalbfleisch

John D. Kalbfleisch

University of Waterloo, Waterloo, Ontario, Canada

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First published: 15 July 2005

Abstract

In a multivariate situation, where inference is required about a subset of the parameters, the others being nuisance parameters, it may be possible to factorize the full likelihood so that the parameters of interest are associated with one aspect of the data. This gives the marginal likelihood. Examples include the partial likelihood used in the Cox model for survival data.

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