教師資料查詢 | 類別: 期刊論文 | 教師: 溫啟仲 WEN,CHI-CHUNG (瀏覽個人網頁)

標題:A Profile Likelihood Theory for the Correlated Gamma-Frailty Model with Current Status Family Data
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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.
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語言英文(美國)
ISSN1017-0405
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收錄於SCI;
產學合作
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國別中華民國
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