Higher-Order Asymptotics

Copyright cond, marg, sampling © 2000 Alessandra R. Brazzale
Copyright nlreg © 2000 Ruggero Bellio & Alessandra R. Brazzale

A library of S-PLUS functions (and data) for higher-order asymptotic inference written by Alessandra R. Brazzale.

This library is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation, either version 2 of the License, or (at your option) any later version. This library is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details. Please send any comments, suggestions or errors reported to A. R. Brazzale.

The S-PLUS library HOA contains four sections. They can be obtained from here. Instructions how to install the library are given here.

cond v.1.0

    Approximate conditional inference for logistic and loglinear models.

    A short presentation is given in:

      Brazzale. A. R. (1999).
      Approximate conditional inference in logistic and loglinear models.
      Journal of Computational and Graphical Statistics, Vol. 8, 653-661.

    Winner of the "1998 ASA Statistical Computing Section Student Paper Competition".

marg v.1.0

    Approximate conditional inference for linear nonnormal models.

nlreg v.1.0 (joint with Ruggero Bellio)

    Approximate conditional inference for nonlinear heteroscedastic models.

    Winner of the "14th IWSM Best Student Poster Competition".

    Theory and applications can be found in:

      Bellio, R. (2000).
      Likelihood Asymptotics: Applications in Biostatistics. (PostScript)
      Ph.D. Thesis, Department of Statistics, University of Padova.

      (Note: This is the on-line version. For the original manuscript, please contact the author.)
    Details of the implementation are given in:

      Bellio, R. and Brazzale, A. R. (2003).
      Higher-order asymptotics unleashed: Software design for nonlinear heteroscedastic models.
      Journal of Computational and Graphical Statistics, 12, 682-697.

sampling v.1.1     (updated & bug fixed!)

    Conditional sampling routines for regression-scale models.

    Theory and example are given in:

      Brazzale (1999).
      Conditional simulation for regression-scale models.
      Journal of the Italian Statistical Society, 8, 101-114

The library also contains some data sets. All of the major functions and the data sets are fully documented with help files. The whole implementation is described in:

    Brazzale, A. R. (2000).
    Practical Small-Sample Parametric Inference. (PostScript)
    Ph.D. Thesis N. 2230, Department of Mathematics, Swiss Federal Institute of Technology Lausanne.

Where to download the library

Please click on the appropriate link for the section and version you require.



How to install the library

Unix (SGI Irix 6.5)

Windows (Microsoft Windows 98)

    The single library sections are WinZip files (created with WinZip Version 7.0 under Microsoft Windows 98). Expand the archives and follow then the instructions in the INSTALL file to complete the installation of the library. If all library sections are to be installed, it is best to create a main directory HOA which will contain the library sections. Copy the WinZip files to the corresponding directories before unpacking them.

    md HOA HOA/cond HOA/marg HOA/nlreg HOA/sampling
    copy condlib.zip HOA/cond/
    copy samplinglib.zip HOA/sampling/

    You should then follow the instructions above for each library section. The README file for the whole library is given here. Save it in the main directory HOA. Once this is done, and once inside S-PLUS in your usual working directory, the functions and data are accessed by typing


    If the library is correctly installed, the following message will appear

    Library "cond" Version 1.0, Copyright (C) 2000 Alessandra R. Brazzale This is free software, and you are welcome to redistribute it and/or modify it under the terms of the GNU General Public License published by the Free Software Foundation. Library "cond" comes with ABSOLUTELY NO WARRANTY.

    Load library(Matrix)


The code in library HOA makes use of the following S-PLUS libraries:

    - Matrix   (described in Venables and Ripley, 1997, pp. 58-60, distributed with the S-PLUS system),
    - MASS    (Venables and Ripley, 1997, Appendix A),
    - boot    (Davison and Hinkley, 1997, Chapter 11),
which must be available.

Last updated on April 13, 2001