Construct · 1 fields · 1 citations

incidental parameters problem: a standalone construct

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Statistics

the inconsistency of maximum likelihood for common parameters when the number of nuisance parameters grows with the sample, as with one parameter per group.

In statistics, incidental parameters problem refers to the inconsistency of maximum likelihood for common parameters when the number of nuisance parameters grows with the sample, as with one parameter per group. This meaning comes from Neyman (1948) in Econometrica.[1]

Unit
Recovery means
Measured by

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Nearby constructs

group4 fields · 4 citationsjingle · one word, four constructs likelihood3 fields · 3 citationsjingle · one word, three constructs maximum likelihood1 fields · 3 citationsanchor · a standalone construct

References

Neyman, J., & Scott, E. L. (1948). Consistent Estimates Based on Partially Consistent Observations. Econometrica, 16(1), 1. https://doi.org/10.2307/1914288

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