Hazards regression analysis for length-biased data
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长度偏倚数据的风险率回归分析AI 解读 ↓
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Length-biased sampling is frequently a convenient technique for the collection of positive-valued or lifetime data. Estimation porocedures based on pseudo-likelihood are developed under the proportional hazards model for length-biased data. Bias-adjusted risk set sampling is used for the construction of the pseudo-likelihood and the risk set sampling is rephcated to improve estimation performance. The average of the resulting likelihood estimators is taken as the estimator for the regression coefficients. Although the replication procedure is expected to improve estimation accuracy when the sample size is small or moderate, it does not increase the asymptotic efficiency for estimating the regression coefficient. An estimator for the baseline survival function is also presented. It reduces to the maximum likelihood estimator when the regression parameter in the proportional hazards model is zero. Statistical properties of the proposed estimation procedures are developed. Examples are presented to illustrate the methods.
Normality pre-tests on reduced-form innovations cannot detect whether two or more underlying structural shocks are Gaussian, and hence cannot detect a failure of identification in non-Gaussian SVARs. We propose a bootstrap-based approach that reveals such a failure. Under the null of valid identification and certain regularity conditions, the conditional bootstrap distribution of the maximum likelihood estimator of the impact matrix is asymptotically normal, so the…
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理性疏忽—加性随机效用模型的估计
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面板信息矩阵检验
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受限因变量模型中可扩展的似然推断
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