STAT 426: Advanced Statistical Inference
STAT 304 and 305 (or equivalent), or permission of instructor.
This course presents the role of likelihood methods in a whole range of statistical problems. The course reviews theoretical developments such as efficiency, completeness, and the Cramer-Rao lower bound, and shows how the likelihood approach is used to surpass these methods and to analyze regression problems, to deal with nuisance parameters by using marginal likelihood methods, and to deal with complex data structures such as censored and spatial data. Students will develop expertise using the SAS and S-Plus computer packages to implement likelihood techniques, although no previous programming experience will be assumed.