This monograph presents the basics of the composite marginal likelihood (CML) inference
approach, discussing the asymptotic properties of the CML estimator and the advantages …

This chapter compares the performance of the maximum simulated likelihood (MSL)
approach with the composite marginal likelihood (CML) approach in multivariate ordered …

In view of the cumbersome and often intractable numerical integrations required for a full
likelihood analysis, several suggestions have been made recently for approximate inference …

Fitting multilevel models to discrete outcome data is problematic because the discrete
distribution of the response variable implies an analytically intractable log-likelihood …

We apply a new simulation method that solves the multidimensional probability integrals that
arise in maximum likelihood estimation of a broad class of limited dependent variable …

Generalized linear mixed models provide useful methods for estimating within-cluster
associations of covariates with the expected value of the response for data gathered in …

Linear dynamic mixed models are commonly used for continuous panel data analysis in
economic statistics. There exists generalized method of moments (GMM) and generalized …

Today, generalized linear mixed models (GLMM) are broadly used in many fields. However,
the development of tools for performing simultaneous inference has been largely neglected …

by Page 1 ESTIMATION AND HYPOTHESIS TESTING FOR (GENERALIZED MULTIVARIATE
LINEAR MODELS by David G. Kleinbaum Department of Statistic s SLS AAAA S S8-2,8 G AA …

At the heart of many econometric models is a linear function and a normal error. Examples
include the classical small-sample linear regression model and the probit, ordered probit …