© 1983 by Biometrika Trust
Assessing the quadratic approximation to the log likelihood function in nonnormal linear models
Department of Mathematics, York University Downsview, Ontario, Canada
A general and simple technique for finding a bound for the error in the quadratic approximation to the log likelihood function is proposed. This bound allows a likelihood interpretation for confidence regions constructed from the quadratic approximation. Applications are illustrated using logit and log linear models.
Key Words: Confidence ellipsoid Error bound Likelihood region Logit model Log linear model Model reduction test