A comparison of the maximum simulated likelihood and composite marginal likelihood estimation approaches in the context of the multivariate ordered-response model
By Chandra R. Bhat, Cristiano Varin, Nazneen Ferdous. 2010
67 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/1fc38dffa2ee88276ca9995a995d49d270b650b0
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Rajesh Paleti
- Marisol Castro
- K. Abay
- Chandra R. Bhat
- Cristiano Varin
- David Firth
- Nancy Reid
- Kenneth Train
In Statistics and Probability
- Chandra R. Bhat
- Rajesh Paleti
- Cristiano Varin
- David Firth
- Nancy Reid
- Marisol Castro
- K. Abay
- A. C. Davison
Citations in the corpus
- Joint Analysis of Injury Severity of Drivers in Two-Vehicle Crashes Accommodating Seat Belt Use Endogeneity (2013, background): “…and McFadden, 1998, and Keane, 1994), but by enhancing it through the use of Halton draws rather than pseudo-random draws (see Bhat, 2011 and Bhat et al., 2010 for extensive discussions of alternative approaches to evaluate the MVNCD function, including a detailed discussion of the Halton…”
- The maximum approximate composite marginal likelihood (MACML) estimation of multinomial probit-based unordered response choice models (2011, methodology): “…mixing (see Fiebig et al., 2010, Dube et al., 2002).1 Similarly, when introducing panel effects or spatial/social interdependency, the use of normal error structures is ubiquitous, except for some recent developments using general copula forms by Bhat and Sener (2009) and Bhat et al. (2010a).”
- AN OVERVIEW OF COMPOSITE LIKELIHOOD METHODS (2011, methodology): “Caragea and Smith (2007) used analytical calculations of asymptotic efficiency, as well as simulations, to choose among three possible composite likelihood approaches for Gaussian random fields, as described in §3.1 above. Their conclusions were broadly that a method that uses groups of nearby obser”
- A latent variable representation of count data models to accommodate spatial and temporal dependence: application to predicting crash frequency at intersections (2011, methodology): “These earlier studies include Apanasovich et al., (2008), Varin and Vidoni (2009), Engle et al. (2007), Bhat et al. (2010a), and Bhat and Sener (2009).”