Abstract
This paper presents a set of REDUCE procedures that make a number of existing higher-order asymptotic results available for both theoretical and practical research. Attention has been restricted to the context of exact and approximate inference for a parameter of interest conditionally either on an ancillary statistic or on a statistic partially sufficient for the nuisance parameter. In particular, the procedures apply to regression-scale models and multiparameter exponential families. Most of them support algebraic computation as well as numerical calculation for a given data set. Examples illustrate the code.
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Bellio, R., Brazzale, A.R. A computer algebra package for approximate conditional inference. Statistics and Computing 11, 17–24 (2001). https://doi.org/10.1023/A:1026501714434
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DOI: https://doi.org/10.1023/A:1026501714434