Journal of the Korean Data and Information Science Society
- Volume 15 Issue 1
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- Pages.251-261
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- 2004
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- 1598-9402(pISSN)
Some Remarks on the Likelihood Inference for the Ratios of Regression Coefficients in Linear Model
- Kim, Yeong-Hwa (Department of Statistics, Chung-Ang University) ;
- Yang, Wan-Yeon (Department of Applied Statistics, Kyungwon University) ;
- Kim, M.J. (Department of Statistics, University of Florida) ;
- Park, C.G. (Department of Statistics, Seoul National University)
- Published : 2004.02.28
Abstract
The paper focuses primarily on the standard linear multiple regression model where the parameter of interest is a ratio of two regression coefficients. The general model includes the calibration model, the Fieller-Creasy problem, slope-ratio assays, parallel-line assays, and bioequivalence. We provide an orthogonal transformation (cf. Cox and Reid (1987)) of the original parameter vector. Also, we give some remarks on the difficulties associated with likelihood based confidence interval.
Keywords
- Conditional profile likelihood;
- Integrated likelihood;
- Orthogonal transformation;
- Profile likelihood;
- Ratio of regression coefficients