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    Please use this identifier to cite or link to this item: http://ir.nhri.org.tw/handle/3990099045/2747


    Title: A profile likelihood theory for the correlated gamma-frailty model with current status family data
    Authors: Chang, IS;Wen, CC;Wu, YJ
    Contributors: National Institute of Cancer Research
    Abstract: A profile likelihood inference is made for the regression coefficient and frailty parameters in the correlated gamma-frailty model for current status family data. With the introduction of an identifiability assumption, the identifiability of the parameters and the existence of the nonparametric maximum likelihood estimate (NPMLE) are established, the consistency and convergence rate of the NPMLE are obtained, the invertibility of the efficient Fisher information matrix is proved, and a quadratic expansion of the profile likelihood is established. From these, we show that the NPMLE of the parameters of interest is asymptotically normal and efficient, its covariance matrix can be estimated consistently by means of the profile likelihood, and the likelihood ratio test is asymptotically chi-squared. A simulation study is carried out to illustrate the numerical performance of the likelihood ratio test.
    Keywords: Statistics & Probability
    Date: 2007-07
    Relation: Statistica Sinica. 2007 Jul;17(3):1023-1046.
    Link to: http://www3.stat.sinica.edu.tw/statistica/J17N3/J17N311/J17N311.html
    JIF/Ranking 2023: http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=NHRI&SrcApp=NHRI_IR&KeyISSN=1017-0405&DestApp=IC2JCR
    Cited Times(WOS): https://www.webofscience.com/wos/woscc/full-record/WOS:000248921600012
    Cited Times(Scopus): http://www.scopus.com/inward/record.url?partnerID=HzOxMe3b&scp=36248953964
    Appears in Collections:[張憶壽] 期刊論文

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