Maximum likelihood estimation in transformed linear regression with nonnormal errors
非正态误差下变换线性回归的最大似然估计
This paper discusses the transformed linear regression with non-normal error distributions, a problem that often occurs in many areas such as economics and social sciences as well as medical studies. The linear transformation model is an important tool in survival analysis partly due to its flexibility. In particular, it includes the Cox model and the proportional odds model as special cases when the error follows the extreme value distribution and the logistic distribution,…