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Profile and likelihood
Arni Magnusson edited this page Nov 13, 2017
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1 revision
(N Cadigan)
A useful diagnostic in SS3 is a likelihood profile plot for e.g. M, showing what data source is providing the information, and conflicts between data sources. Is it possible to do something similar for an integrated likelihood model?
A related issue is whether we use marginal maximum likelihood to estimate the state-space model parameters, or something else like Lee and Nelder's (1996) h-likelihood.