Abstract
Having spent almost 30 years since Lee and Nelder introduced the h-likelihood at the discussion meeting held in Royal Statistical Society in 1994, Lee and his colleagues and students have studied how to define the h-likelihood for complex statistical models and conduct inference about unobservables and fixed unknown parameters in them. In this paper we review several important research areas with a focus on how the h-likelihood method has been applied. This review covers areas including analysis of clustered survival data, competing risk models with frailty, joint models for longitudinal and survival outcomes, sparse high-dimensional multivariate analysis, spatial analysis and multiple testing.
Original language | English |
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Pages (from-to) | 681-702 |
Number of pages | 22 |
Journal | Journal of the Korean Statistical Society |
Volume | 50 |
Issue number | 3 |
DOIs | |
State | Published - Sep 2021 |
Bibliographical note
Funding Information:Woojoo Lee was supported by the National Research Foundation of Korea (NRF) grant funded by the Korea government (MSIT) (No. 2021R1A2C1014409). Youngjo Lee was supported by the National Research Foundation of Korea (NRF) grant funded by the Korean government (MSIT) (No. 2019R1A2C1002408). Donghwan Lee was supported by the National Research Foundation of Korea(NRF) grant funded by the Korea government(MSIT) (No. 2021R1A2C1012865).
Publisher Copyright:
© 2021, Korean Statistical Society.
Keywords
- Adjusted profile h-likelihood
- H-likelihood
- Hierarchical generalized linear model
- Unobservable