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Activity Number: 297
Type: Invited
Date/Time: Tuesday, August 4, 2009 : 10:30 AM to 12:20 PM
Sponsor: SSC
Abstract - #302922
Title: Composite Likelihood Theory
Author(s): Nancy Reid*+
Companies: University of Toronto
Address: 100 St. George St., Toronto, ON, M5S 3G3, Canada
Keywords: pairwise likelihood ; sandwich variance ; robustness ; efficiency ; longitudinal data ; pseudo-likelihood
Abstract:

Composite likelihood seems to work very well in a wide range of applications, providing smooth functions that are relatively easy to maximize, and giving point estimates that seem to have high efficiency. I will survey some of these results with a view to understanding from a theoretical point of view why composite likelihood works so well, and in what situations it might be expected to fail. I will also try to address the related question of the robustness, or lack of, for composite likelihood.

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