Farrar.David at epamail.epa.gov wrote:
I'm a little surpised not to see A.W.F. Edwards book on Likelihood cited
in connection
with the possibility of a distinctive "likelihoodist" viewpoint, as I
think the book was influential,
including for some biologists. (The first edition of the book was
sometimes known as
"Little Red Likelihood.")
I did cite it ...
Ruben: can you give a central Lindsey citation? I like
"Statistical Heresies" (1999, The Statistician), although
I'm bothered by the following passage (bottom of p. 15),
on the subject of calibrating differences in deviance
for models of differing complexity:
With a fairly large set of 6215 observations, a=0.22
might be chosen as a reasonable value for the height
of the normed likelihood determining the interval of
precision for one parameter; this implies the deviance
must be penalized by adding three (equal to -2 log(0.22))
times the number of parameters. (This a is smaller than
that from the AIC: a = 1/e = 0.37 so twice the number
of parameters would be added to the deviance. It is larger
than that from a $\chi^2$-test at 5% with 1 degree of
freedom, a=0.14, or adding 3.84 times the number of
parameters, but, with p parameters, this does not change
to 0.14^p.)
So ... one just gets to pick the penalty term based
on common sense (calibrated from decades of statistical
practice)?
Ben Bolker