LBI-package {LBI}

Likelihood Based Inference

Description

It conducts likelihood based inference.

Details

Modern likelihood concept and maximum likelihood estimation are established by RA Fisher, while Likelihood Ratio Test (LRT) is established by Neyman J. Post-Fisher methods - generalized linear model, survival analysis, and mixed effects model - are all likelihood based. Inferences from the perspective of Fisherian and pure likelihoodist are suggested here.

Author(s)

Kyun-Seop Bae <[e-mail]>

References

1. Wilks SS. The Large-sample Distribution of the Likelihood Ratio for Testing Composite Hypotheses. Ann Math Stat. 1938;9(1):60-62.

2. Fisher RA. Statistical Methods and Scientific Inference. 3e. 1973.

3. Edwards AWF. Likelihood. 1972.

4. Ruppert D, Cressie N, Carroll RJ. A Transformation/Weighting Model for Estimating Michaelis-Menten Parameters. Cornell University Technical Report 796. 1988.

5. Lehmann EL. Fisher, Nayman, and the Creation of Classical Statistics. 2011.

6. Royall R. Statistical Evidence. 1997.

7. Pawitan Y. In All Likelihood: Statistical Modelling and Inference Using Likelihood. 2001.

8. Rohde CA. Introductory Statistical Inference with the Likelihood Function. 2014.

9. Held L, Bove DS. Likelihood and Bayesian Inference. 2020.