Displaying similar documents to “Likelihood for random-effect models (with discussion).”

Survival analysis with coarsely observed covariates.

Soren Feodor Nielsen (2003)

SORT

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In this paper we consider analysis of survival data with incomplete covariate information. We model the incomplete covariates as a random coarsening of the complete covariate, and an overview of the theory of coarsening at random is given. Various ways of estimating the parameters of the model for the survival data given the covariates are discussed and compared.

Likelihood and the Bayes procedure.

Hirotugu Akaike (1980)

Trabajos de Estadística e Investigación Operativa

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In this paper the likelihood function is considered to be the primary source of the objectivity of a Bayesian method. The necessity of using the expected behaviour of the likelihood function for the choice of the prior distribution is emphasized. Numerical examples, including seasonal adjustment of time series, are given to illustrate the practical utility of the common-sense approach to Bayesian statistics proposed in this paper.

Indirect inference for survival data.

Bruce W. Turnbull, Wenxin Jiang (2003)

SORT

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In this paper we describe the so-called indirect method of inference, originally developed from the econometric literature, and apply it to survival analyses of two data sets with repeated events. This method is often more convenient computationally than maximum likelihood estimation when handling such model complexities as random effects and measurement error, for example; and it can also serve as a basis for robust inference with less stringent assumptions on the data generating mechanism....

Bayesian reference analysis for proportional hazards model of random censorship with Weibull distribution

Maria Ajmal, Muhammad Yameen Danish, Ayesha Tahira (2022)

Kybernetika

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This article deals with the objective Bayesian analysis of random censorship model with informative censoring using Weibull distribution. The objective Bayesian analysis has a long history from Bayes and Laplace through Jeffreys and is reaching the level of sophistication gradually. The reference prior method of Bernardo is a nice attempt in this direction. The reference prior method is based on the Kullback-Leibler divergence between the prior and the corresponding posterior distribution...

Empirical analysis of current status data for additive hazards model with auxiliary covariates

Jianling Zhang, Mei Yang, Xiuqing Zhou (2021)

Kybernetika

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In practice, it often occurs that some covariates of interest are not measured because of various reasons, but there may exist some auxiliary information available. In this case, an issue of interest is how to make use of the available auxiliary information for statistical analysis. This paper discusses statistical inference problems in the context of current status data arising from an additive hazards model with auxiliary covariates. An empirical log-likelihood ratio statistic for...

Likelihood for interval-censored observations from multi-state models.

Daniel Commenges (2003)

SORT

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We consider the mixed dicrete-continuous pattern of observation in a multi-state model; this is a classical pattern because very often clinical status is assessed at discrete visit times while time of death is observed exactly. The likelihood can easily be written heuristically for such models. However a formal proof is not easy in such observational patterns. We give a rigorous derivation al the likelihood for the illness-death model based on applying Jacod´s formula to an observed...

Empirical likelihood for quantile regression models with response data missing at random

S. Luo, Shuxia Pang (2017)

Open Mathematics

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This paper studies quantile linear regression models with response data missing at random. A quantile empirical-likelihood-based method is proposed firstly to study a quantile linear regression model with response data missing at random. It follows that a class of quantile empirical log-likelihood ratios including quantile empirical likelihood ratio with complete-case data, weighted quantile empirical likelihood ratio and imputed quantile empirical likelihood ratio are defined for the...

Bayes estimation of the reliability function and hazard rate of a Weibull failure time distribution.

Sanjoy K. Sinha (1986)

Trabajos de Estadística

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Given the recorded life times from a Weibull distribution, Bayes estimates of the reliability function and hazard rate are obtained using the posterior distributions and some recent results on Bayesian approximations due to Lindley (1980). Based on a Monte Carlo study, these estimates are compared with their maximum likelihood counterparts.

A note on the existence of the maximum likelihood estimate in variance components models

Mariusz Grządziel, Andrzej Michalski (2014)

Discussiones Mathematicae Probability and Statistics

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In the paper, the problem of the existence of the maximum likelihood estimate and the REML estimate in the variance components model is considered. Errors in the proof of Theorem 3.1 in the article of Demidenko and Massam (Sankhyā 61, 1999), giving a necessary and sufficient condition for the existence of the maximum likelihood estimate in this model, are pointed out and corrected. A new proof of Theorem 3.4 in the Demidenko and Massam's article, concerning the existence of the REML...