| 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 | 否 |
| 國別 | TWN |
| 公開徵稿 | |
| 出版型式 | ,紙本 |
| 相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/53536 ) |
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