伪似然估计（Pseudo Maximum Likelihood Estimation）

Posted 2021-10-04 aixinyingyuan

伪似然估计 和 剖面似然估计

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伪似然估计：

参考文献：

Gong, G., and Samaniego, F. J. (1981), "pseudo Maximum Likelihood Estimation: Theory and Applications," The Annals of Statistics, 9,861-869,[1581].

Tang, G., Little, R. J. A., and Raghunathan, T. E. (2003), “Analysis of Multivariate Missing Data With Nonignorable Nonresponse,” Biometrika, 90,
747–764. [2,3,5,6,7,10,12]
 

因此，全似然函数是估计所有的参数，伪似然是待估参数中一部分已经估计出来了，用估计值带入到全似然函数中，估计剩下的参数。

剖面似然：

参考：ShaoJun :Mathematical Statistics: Exercises and Solutions P221