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剖面似然采样器
We consider frequentist inference for the parametric component θ separately from the nuisance parameter η in semiparametric models based on sampling from the posterior of the profile likelihood. We prove that this procedure gives a first-order–correct approximation to the maximum likelihood estimator and consistent estimation of the efficient Fisher information for θ, without computing derivatives or using complicated numerical approximations. An exact Bayesian…
单变量比例风险脆弱性回归模型的稳健推断
We consider a class of semiparametric regression models which are one-parameter extensions of the Cox [J. Roy. Statist. Soc. Ser. B 34 (1972) 187–220] model for right-censored univariate failure times. These models assume that the hazard given the covariates and a random frailty unique to each individual has the proportional hazards form multiplied by the frailty. The frailty is assumed to have mean 1 within a known one-parameter family of distributions. Inference is based…