**A** recent arXived paper by Oliver J. Maclaren is asking this very question. And argue for a positive answer. One of the invoked sources is Murray Aitkin’s integrated likelihood book, which I criticised here and elsewhere. With the idea of the paper being that

*“….there is an appropriate notion of integration over variables that takes likelihood functions to likelihood functions via maximization.”*

Hmm…. The switch there is to replace addition with maximisation, probability with possibility, and… profile likelihood as marginal possibility under this new concept. I just do not see how adapting these concepts for the interpretation of the profile likelihood makes the latter more meaningful, since it still overwhelmingly does not result from a distribution density at an observed realisation of a random variable. This reminds me a paper I refereed quite a long while ago where the authors were using Schwarz’ theory of distributions to expand the notion of unbiasedness. With unclear consequences.

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