跳至主要内容

Combining Likelihood Information from Independent Investigations

Read  full  paper  at:
http://www.scirp.org/journal/PaperInformation.aspx?PaperID=54078#.VO1rTyzQrzE

Author(s) 

ABSTRACT
Fisher [1] proposed a simple method to combine p-values from independent investigations without using detailed information of the original data. In recent years, likelihood-based asymptotic methods have been developed to produce highly accurate p-values. These likelihood-based methods generally required the likelihood function and the standardized maximum likelihood estimates departure calculated in the canonical parameter scale. In this paper, a method is proposed to obtain a p-value by combining the likelihood functions and the standardized maximum likelihood estimates departure of independent investigations for testing a scalar parameter of interest. Examples are presented to illustrate the application of the proposed method and simulation studies are performed to compare the accuracy of the proposed method with Fisher’s method.
 
Cite this paper
Jiang, L. and Wong, A. (2015) Combining Likelihood Information from Independent Investigations. Open Journal of Statistics, 5, 51-59. doi: 10.4236/ojs.2015.51007.
 
References
[1]Fisher, R.A. (1925) Statistical Methods for Research Workers. Oliver and Boyd, Edinburg.
 
[2]Lugannani, R. and Rice, S. (1980) Saddlepoint Approximation for the Distribution of the Sum of Independent Random Variables. Advances in Applied Probability, 12, 475-490.
http://dx.doi.org/10.2307/1426607
 
[3]Barndorff-Nielsen, O.E. (1986) Inference on Full or Partial Parameters Based on the Standardized Log Likelihood Ratio. Biometrika, 73, 307-322.
 
[4]Barndorff-Nielsen, O.E. (1991) Modified Signed Log-Likelihood Ratio. Biometrika, 78, 557-563.
http://dx.doi.org/10.1093/biomet/78.3.557
 
[5]Fraser, D.A.S. and Reid, N. (1995) Ancillaries and Third Order Significance. Utilitas Mathematica, 47, 33-53.
 
[6]Fraser, D.A.S. (1990) Tail Probabilities from Observed Likelihoods. Biometrika, 77, 65-76.
http://dx.doi.org/10.1093/biomet/77.1.65
 
[7]Jensen, J.L. (1992) The Modified Signed Log Likelihood Statistic and Saddlepoint Approximations. Biometrika, 79, 693-704.
http://dx.doi.org/10.1093/biomet/79.4.693
 
[8]Brazzale, A.R., Davison, A.C. and Reid, N. (2007) Applied Asymptotics: Case Studies in Small-Sample Statistics. Cambridge University Press, New York.
http://dx.doi.org/10.1017/CBO9780511611131
 
[9]Fraser, D.A.S. and Reid, N. (2001) Ancillary Information for Statistical Snference, Empirical Bayes and Likelihood Inference. Springer-Verlag, New York, 185-209.
http://dx.doi.org/10.1007/978-1-4613-0141-7_12
 
[10]Reid, N. and Fraser, D.A.S. (2010) Mean Likelihood and Higher Order Inference. Biometrika, 97, 159-170.
http://dx.doi.org/10.1093/biomet/asq001
 
[11]Davison, A.C., Fraser, D.A.S. and Reid, N. (2006) Improved Likelihood Inference for Discrete Data. Journal of the Royal Statistical Society Series B, 68, 495-508.
http://dx.doi.org/10.1111/j.1467-9868.2006.00548.x
 
[12]Fraser, A.M., Fraser, D.A.S. and Fraser, M.J. (2010) Parameter Curvature Revisited and the Bayesian Frequentist Divergence. Journal of Statistical Research, 44, 335-346.
 
[13]Jeffreys, H. (1946) An Invariant Form for the Prior Probability in Estimation Problems. Proceedings of the Royal Society of London Series A: Mathematical and Physical Sciences, 186, 453-461.
http://dx.doi.org/10.1098/rspa.1946.0056
 
[14]DiCiccio, T., Field, C. and Fraser, D.A.S. (1989) Approximations of Marginal Tail Probabilities and Inference for Scalar Parameters. Biometrika, 77, 77-95.
http://dx.doi.org/10.1093/biomet/77.1.77                                                   eww150225lx
标签：

评论

发表评论

此博客中的热门博文

A Comparison of Methods Used to Determine the Oleic/Linoleic Acid Ratio in Cultivated Peanut (Arachis hypogaea L.)

Cultivated peanut ( Arachis hypogaea L.) is an important oil and food crop. It is also a cheap source of protein, a good source of essential vitamins and minerals, and a component of many food products. The fatty acid composition of peanuts has become increasingly important with the realization that oleic acid content significantly affects the development of rancidity. And oil content of peanuts significantly affects flavor and shelf-life. Early generation screening of breeding lines for high oleic acid content greatly increases the efficiency of developing new peanut varieties. The objective of this study was to compare the accuracy of methods used to classify individual peanut seed as high oleic or not high oleic. Three hundred and seventy-four (374) seeds, spanning twenty-three (23) genotypes varying in oil composition (i.e. high oleic (H) or normal/not high oleic (NH) inclusive of all four peanut market-types (runner, Spanish, Valencia and Virginia), were individually tested ...
发表评论
阅读全文

Location Optimization of a Coal Power Plant to Balance Costs against Plant’s Emission Exposure

Fuel and its delivery cost comprise the biggest expense in coal power plant operations. Delivery of electricity from generation to consumers requires investment in power lines and transmission grids. Placing a coal power plant or multiple power plants near dense population centers can lower transmission costs. If a coalmine is nearby, transportation costs can also be reduced. However, emissions from coal plants play a key role in worsening health crises in many countries. And coal upon combustion produces CO 2 , SO 2 , NO x , CO, Metallic and Particle Matter (PM10 & PM2.5). The presence of these chemical compounds in the atmosphere in close vicinity to humans, livestock, and agriculture carries detrimental health consequences. The goal of the research was to develop a methodology to minimize the public’s exposure to harmful emissions from coal power plants while maintaining minimal operational costs related to electric distribution losses and coal logistics. The objective was...
发表评论
阅读全文

Evaluation of the Safety and Efficacy of Continuous Use of a Home-Use High-Frequency Facial Treatment Appliance

At present, many home-use beauty devices are available in the market. In particular, many products developed for facial treatment use light, e.g., a flash lamp or a light-emitting diode (LED). In this study, the safety of 4 weeks’ continuous use of NEWA TM , a high-frequency facial treatment appliance, every alternate day at home was verified, and its efficacy was evaluated in Japanese individuals with healthy skin aged 30 years or older who complained of sagging of the facial skin.  Transepidermal water loss (TEWL), melanin levels, erythema levels, sebum secretion levels, skin color changes and wrinkle improvement in the facial skin were measured before the appliance began to be used (study baseline), at 2 and 4 weeks after it had begun to be used, and at 2 weeks after completion of the 4-week treatment period (6 weeks from the study baseline). In addition, data obtained by subjective evaluation by the subjects themselves on a visual analog scale (VAS) were also analyzed. Fur...
发表评论
阅读全文