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EFFICIENT ESTIMATION IN REGRESSION FRAILTY OR TRANSFORMATION MODELS BASED ON AN ALGORITHM
Author(s) -
Vonta Filia
Publication year - 2005
Publication title -
australian and new zealand journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 1369-1473
DOI - 10.1111/j.1467-842x.2005.00412.x
Subject(s) - estimator , mathematics , transformation (genetics) , dimension (graph theory) , regression , nuisance parameter , regression analysis , algorithm , statistics , biochemistry , chemistry , gene , pure mathematics
Summary This paper considers a regression frailty or transformation model in which the structural parameter is the vector of regression coefficients and the nuisance parameter is a vector of arbitrarily high dimension. It proposes jointly (implicitly) defined parameter estimators which have been proved to be consistent and asymptotically efficient, and develops an algorithmic procedure that provides these estimators. The behaviour of the algorithm is illustrated by analysing simulated and real data.