Efficient estimation in regression frailty or transformation models based on an algorithm

被引：0

作者：

Vonta, F ^{[1
]}

机构：

[1] Univ Cyprus, Dept Math & Stat, CY-1678 Nicosia, Cyprus

来源：

AUSTRALIAN & NEW ZEALAND JOURNAL OF STATISTICS | 2005年 / 47卷 / 04期

关键词：

algorithm; efficiency; frailty; gamma; inverse Gaussian; multiple imputations; regression;

D O I：

10.1111/j.1467-842X.2005.00412.x

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This paper considers a regression frailty or transformation model in which the structural parameter is the vector of regression coefficients and the nuisance parameter is a vector of arbitrarily high dimension. It proposes jointly ( implicitly) defined parameter estimators which have been proved to be consistent and asymptotically efficient, and develops an algorithmic procedure that provides these estimators. The behaviour of the algorithm is illustrated by analysing simulated and real data.

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收藏

页码：503 / 514

页数：12

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