A Note on the Existence of Maximum Likelihood Estimates in Linear Regression Models Using Interval-Censored Data
区间删失数据线性回归模型中最大似然估计存在性的一个注记
SUMMARY For a class of linear regression models with interval-censored data, including the exponential regression model as a special case, a necessary and sufficient condition is given for the existence of the maximum likelihood estimator (MLE). The condition is especially simple to check for simple linear regression. This result is useful for comparing the small sample properties of MLEs from different special cases of interval-censored data.