A Profile Likelihood Theory for the Correlated Gamma-Frailty Model with Current Status Family Data
學年 95
學期 2
出版(發表)日期 2007-07-01
作品名稱 A Profile Likelihood Theory for the Correlated Gamma-Frailty Model with Current Status Family Data
作品名稱(其他語言)
著者 Chang, I-shou; Wen, Chi-chung; Wu, Yuh-jenn
單位 淡江大學數學學系
出版者 Statistica Sinica
著錄名稱、卷期、頁數 Statistica Sinica 17(3), pp.1023-1046
摘要 A profile likelihood inference is made for the regression coefficient and frailty parameters in the correlated gamma-frailty model for current status family data. With the introduction of an identifiability assumption, the identifiability of the parameters and the existence of the nonparametric maximum likelihood estimate (NPMLE) are established, the consistency and convergence rate of the NPMLE are obtained, the invertibility of the efficient Fisher information matrix is proved, and a quadratic expansion of the profile likelihood is established. From these, we show that the NPMLE of the parameters of interest is asymptotically normal and efficient, its covariance matrix can be estimated consistently by means of the profile likelihood, and the likelihood ratio test is asymptotically chi-squared. A simulation study is carried out to illustrate the numerical performance of the likelihood ratio test.
關鍵字
語言 en_US
ISSN 1017-0405
期刊性質 國內
收錄於 SCI
產學合作
通訊作者
審稿制度
國別 TWN
公開徵稿
出版型式 ,紙本
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