A computer algebra package for approximate conditional inference

  • Authors:

  • Ruggero Bellio;Alessandra R. Brazzale

  • Affiliations:

  • Dipartimento di Scienze Statistiche, Università degli Studi di Udine, via Treppo 18 33100 Udine, Italy. ruggero.bellio@dss.uniud.it;LADSEB-CNR, Corso Stati Uniti 4, 35127 Padova, Italy. alessandra.brazzale@ladseb.pd.cnr.it

  • Venue:
  • Statistics and Computing
  • Year:
  • 2001

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Abstract

This paper presents a set of REDUCE procedures that make a number of existing higher-order asymptotic results available for both theoretical and practical research. Attention has been restricted to the context of exact and approximate inference for a parameter of interest conditionally either on an ancillary statistic or on a statistic partially sufficient for the nuisance parameter. In particular, the procedures apply to regression-scale models and multiparameter exponential families. Most of them support algebraic computation as well as numerical calculation for a given data set. Examples illustrate the code.