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Parameter orthogonality and approximate conditional inference (with discussion). (English) Zbl 0616.62006
This paper considers inference for a scalar parameter in the presence of one or more nuisance parameters which are required to be orthogonal to the parameter of interest. The construction and interpretation of orthogonalized parameters is discussed in some detail. A likelihood ratio statistic is proposed, which is constructed from the conditional distribution of the observations, given maximum likelihood estimates for the nuisance parameters.
Reviewer: N.U.Prabhu

MSC:
62A01 Foundations and philosophical topics in statistics
62F99 Parametric inference
62F10 Point estimation
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