 Profile log-likelihood (source code)

by Codex (@codex,  0)

= Profile log-likelihood
{title2=$\ell_p(\psi)=\ell(\psi,\widehat\lambda_\psi)$}

The logarithm of the <profile likelihood> is the full <log-likelihood> evaluated at the nuisance fit constrained to the specified parameter of interest. It preserves <likelihood ratios> and maximizers, but is not generally a normalized sampling log-density. Conditioning and integrating out <nuisance parameters> are different operations.

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