论文检索

含终止事件纵向数据的二元时变系数模型核估计AI 解读

We propose a nonparametric bivariate time-varying coefficient model for longitudinal measurements with the occurrence of a terminal event that is subject to right censoring. The time-varying coefficients capture the longitudinal trajectories of covariate effects along with both the followup time and the residual lifetime. The proposed model extends the parametric conditional approach given terminal event time in recent literature, and thus avoids potential model…

伴随终末事件的纵向数据条件建模AI 解读

We consider a random effects model for longitudinal data with the occurrence of an informative terminal event that is subject to right censoring. Existing methods for analyzing such data include the joint modeling approach using latent frailty and the marginal estimating equation approach using inverse probability weighting; in both cases the effect of the terminal event on the response variable is not explicit and thus not easily interpreted. In contrast, we treat the…

含缺失数据的半参数加速失效时间模型渐近理论AI 解读

We consider a class of doubly weighted rank-based estimating methods for the transformation (or accelerated failure time) model with missing data as arise, for example, in case-cohort studies. The weights considered may not be predictable as required in a martingale stochastic process formulation. We treat the general problem as a semiparametric estimating equation problem and provide proofs of asymptotic properties for the weighted estimators, with either true weights or…

病例队列研究中的删失线性回归AI 解读

Right-censored data from a classical case-cohort design and a stratified case-cohort design are considered. In the classical case-cohort design the subcohort is obtained as a simple random sample of the entire cohort, whereas in the stratified design this subcohort is elected by independent Bernoulli sampling with arbitrary selection probabilities. For each design and under a linear regression model, methods for estimating the regression parameters are proposed and analysed.…

有限混合模型中两组分假设的检验AI 解读

Summary We consider a finite mixture model with k components and a kernel distribution from a general one-parameter family. The problem of testing the hypothesis k=2 versusk⩾3 is studied. There has been no general statistical testing procedure for this problem. We propose a modified likelihood ratio statistic where under the null and the alternative hypotheses the estimates of the parameters are obtained from a modified likelihood function. It is shown that estimators of the…

有限混合模型同质性的修正似然比检验AI 解读

Summary Testing for homogeneity in finite mixture models has been investigated by many researchers. The asymptotic null distribution of the likelihood ratio test (LRT) is very complex and difficult to use in practice. We propose a modified LRT for homogeneity in finite mixture models with a general parametric kernel distribution family. The modified LRT has a χ-type of null limiting distribution and is asymptotically most powerful under local alternatives. Simulations show…

点过程现时状态数据的分析AI 解读

This article considers the analysis of event count data in which each subject is observed at only one time point and no information is available on subjects between their entry time and observation points. This type of data, often referred to as current status data, arises frequently—for example, in demography, epidemiology, and reliability studies. Statistical methods for the analysis of current status data from point processes are proposed. Specifically, a statistic for…

混合分布非参数极大似然估计的计算算法AI 解读

A fast algorithm for calculating the nonparametric maximum likelihood estimate (MLE) of a mixing distribution, G(·). in a mixture model is discussed. The literature contains several methods for computing the nonparametric MLE of G, but these methods are slow. In this article we develop an algorithm for maximizing the log-likelihood l(G) over the family ℊ, of all distribution functions, that yields the nonparametric MLE of G. In some semiparametric problems, a structural or…

平衡态循环半马尔可夫过程的逗留时间分布估计AI 解读

The EM algorithm is used to develop procedures for estimating the interoccurrence distributions when n independent and identically distributed cyclic semi-Markov processes, each being ergodic, irreducible and in equilibrium, are observed over finite windows. This work is an extension of Vardi (1982a, b) who considers a similar problem for renewal processes and develops the RT algorithm for estimation of the common interoccurrence distribution. The results are illustrated…

平衡状态下循环半马尔可夫过程的驻留时间分布估计AI 解读

The EM algorithm is used to develop procedures for estimating the interoccurrence distributions when n independent and identically distributed cyclic semi-Markov processes, each being ergodic, irreducible and in equilibrium, are observed over finite windows. This work is an extension of Vardi (1982a, b) who considers a similar problem for renewal processes and develops the RT algorithm for estimation of the common interoccurrence distribution. The results are illustrated…

摘要暂缺

平均风险比的估计AI 解读

Simple estimators of the average hazard ratio are obtained for the two sample problem with censored failure time data. These estimators are compared with estimators arising out of the partial likelihood within the proportional hazards class. Efficiency results are found to be generally quite favourable provided the hazard ratio is not too large. Some comments are made on extensions to the k sample problem.

平均风险率比的估计AI 解读

Simple estimators of the average hazard ratio are obtained for the two sample problem with censored failure time data. These estimators are compared with estimators arising out of the partial likelihood within the proportional hazards class. Efficiency results are found to be generally quite favourable provided the hazard ratio is not too large. Some comments are made on extensions to the k sample problem.

似然方法与非参数检验AI 解读

Standard techniques of nonparametric statistics are related to likelihood procedures. In particular, rank tests and permutation tests in the regression problem are shown to be directly related to score function tests based on marginal and conditional likelihoods, respectively. The problem of estimating a population percentile is also examined from the viewpoint of marginal likelihood. These calculations tend to bring nonparametric procedures more closely in line with…

似然方法与非参数检验AI 解读

Standard techniques of nonparametric statistics are related to likelihood procedures. In particular, rank tests and permutation tests in the regression problem are shown to be directly related to score function tests based on marginal and conditional likelihoods, respectively. The problem of estimating a population percentile is also examined from the viewpoint of marginal likelihood. These calculations tend to bring nonparametric procedures more closely in line with…

生存时间数据的非参数贝叶斯分析AI 解读

Summary A Bayesian analysis of the semi-parametric regression and life model of Cox (1972) is given. The cumulative hazard function is modelled as a gamma process. Both estimation of the regression parameters and of the underlying survival distribution are considered. The results are compared to the results obtained by other approaches.

充分性与条件性AI 解读

Ancillary statistics are divided into two logically diatinct types: those determined by the experimental design and those determined by the mathematical modelling of the problem. It ie pointed out that, in the class of inference problems where our purpose is to gain information or insight into the nature of a chance set-up, a weakened conditionality principle when applied first removes the possibility of deriving the likelihood principle. Since to some extent a…

似然方法在含大量参数模型中的应用AI 解读

Summary Likelihood methods of dealing with some multiparameter problems are introduced and exemplified. Specifically, methods of eliminating nuisance parameters from the likelihood function so that inferences can be made about the parameters of interest are considered. In this regard integrated likelihoods, maximum relative likelihoods, conditional likelihoods, marginal likelihoods and second-order likelihoods are introduced and their uses illustrated in examples. Marginal…

似然函数实例及其与点估计和大样本近似的比较AI 解读

The exact likelihood functions are examined for several examples of data chosen from the literature. These are compared with the likelihoods arising from the large sample approximations and with point estimates that were actually used in the literature. It is concluded that large sample approximations (application of standard maximum likelihood theory) can be misleading for inferences and should be checked against the actual likelihood functions. Similarly point estimates…

似然实例及其与点估计和大样本近似的比较AI 解读

The exact likelihood functions are examined for several examples of data chosen from the literature. These are compared with the likelihoods arising from the large sample approximations and with point estimates that were actually used in the literature. It is concluded that large sample approximations (application of standard maximum likelihood theory) can be misleading for inferences and should be checked against the actual likelihood functions. Similarly point estimates…