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作者:Kelderman, H
作者单位:Vrije Universiteit Amsterdam
摘要:The one-factor model restricts the covariance structure of the observed variables on the basis of assumptions about their relationship with an unobserved variable. It is hard to justify these assumptions on substantive or empirical grounds. In this paper, alternative measurement models are proposed that are based on exchangeability of variables after admissible scale transformations. They provide an alternative interpretation of the model and do not involve unobserved variables. They also yiel...
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作者:Critchley, F; Marriott, P
作者单位:Open University - UK; National University of Singapore
摘要:The likelihood-based influence analysis methodology introduced in Cook (1986) uses a parameterised space of local perturbations of a base model. It is frequently the case that such perturbation schemes involve more parameters of interest and perturbation parameters than there are observations, and hence the perturbation space is often explored rather than estimated, where exploration means discovering the effect on inference of putatively choosing values of perturbation parameters. This paper ...
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作者:Whittemore, AS
作者单位:Stanford University
摘要:We consider the problem of estimating a parameter theta reflecting association between a disease and genotypes of a genetic polymorphism, using nuclear family data. In many applications, some parental genotypes are missing, and the distribution of these genotypes is unknown. Since misspecification of this distribution can bias estimators for theta, we consider estimating functions that are unbiased, regardless of how the distribution is specified. We call the resulting estimators parental-geno...
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作者:Watanabe, T; Omori, Y
作者单位:Tokyo Metropolitan University; University of Tokyo
摘要:This note points out a problem in the multi-move sampler as proposed by Shephard & Pitt (1997) and provides an alternative correct formulation.
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作者:Lu, WB; Ying, ZL
作者单位:Columbia University
摘要:A general class of semiparametric transformation cure models is studied for the analysis of survival data with long-term survivors. It combines a logistic regression for the probability of event occurrence with the class of transformation models for the time of occurrence. Included as special cases are the proportional hazards cure model (Farewell, 1982; Kuk Chen, 1992; Sy Taylor, 2000; Peng & Dear, 2000) and the proportional odds cure model. Generalised estimating equations are proposed for p...
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作者:Robins, J; Rotnitzky, A
作者单位:Harvard University; Harvard T.H. Chan School of Public Health; Harvard University; Harvard T.H. Chan School of Public Health
摘要:We consider estimation of the received treatment effect on a dichotomous outcome in randomised trials with non-compliance. We explore inference about the parameters of the structural mean models of Robins (1994, 1997) and Robins et al. (1999). We show that, in contrast to the additive and multiplicative structural mean models for continuous and count outcomes, unbiased estimating functions for a nonzero (structural) treatment effect parameter do not exist in the presence of many continuous and...
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作者:Schaubel, DE; Cai, JW
作者单位:University of Michigan System; University of Michigan; University of North Carolina; University of North Carolina Chapel Hill
摘要:Sequentially ordered multivariate failure time data are often observed in biomedical studies and inter-event, or gap, times are often of interest. Generally, standard hazard regression methods cannot be applied to the gap times because of identifiability issues and induced dependent censoring. We propose estimating equations for fitting proportional hazards regression models to the gap times. Model parameters are shown to be consistent and asymptotically normal. Simulation studies reveal the a...
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作者:Kuk, AYC
作者单位:National University of Singapore
摘要:A practically important but not so obvious result is that alternating logistic regression is invariant to permutations of the response variables within clusters. In this note, we give a short proof of the invariance result using a pairwise likelihood argument. The same proof can be used to establish invariance for a more general class of estimating equations based on conditional residuals. As it stands, the invariance theory is incomplete because existing standard error estimates are not invar...
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作者:Choudhuri, N; Ghosal, S; Roy, A
作者单位:University System of Ohio; Case Western Reserve University; North Carolina State University; University System of Maryland; University of Maryland Baltimore County
摘要:For a stationary time series, Whittle constructed a likelihood for the spectral density based on the approximate independence of the discrete Fourier transforms of the data at certain frequencies. Whittle's likelihood has been widely used in the literature for constructing estimators. In this paper, we show that, for a Gaussian time series, the Whittle measure is mutually contiguous with the actual distribution of the data. As a consequence, most asymptotic properties of estimators and test st...
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作者:Yin, GS; Cai, JW
作者单位:University of Texas System; UTMD Anderson Cancer Center; University of North Carolina; University of North Carolina Chapel Hill
摘要:Marginal additive hazards models are considered for multivariate survival data in which individuals may experience events of several types and there may also be correlation between individuals. Estimators are proposed for the parameters of such models and for the baseline hazard functions. The estimators of the regression coefficients are shown asymptotically to follow a multivariate normal distribution with a sandwich-type covariance matrix that can be consistently estimated. The estimated ba...