Showing 101 - 110 of 4,932
A latent class model for identifying classes of subjects in paired comparison choice experiments is developed. The model simultaneously estimates a probabilistic classification of subjects and the logit models' coefficients relating characteristics of objects to choices for each respective group...
Persistent link: https://www.econbiz.de/10009476827
This paper addresses the problem of estimating the tail index Α of distributions with heavy, Pareto-type tails for dependent data, that is of interest in the areas of finance, insurance, environmental monitoring and teletraffic analysis. A novel approach based on the max self-similarity scaling...
Persistent link: https://www.econbiz.de/10009476959
Multiple outcomes are often used to properly characterize an effect of interest. This paper proposes a latent variable model for the situation where repeated measures over time are obtained on each outcome. These outcomes are assumed to measure an underlying quantity of main interest from...
Persistent link: https://www.econbiz.de/10009476960
This dissertation contains four essays about evolutionary learning dynamics and the quantal response model of bounded rationality in game theory.The first essay examines the use of single-agent and representative-agent models to describe the aggregate behavior of heterogeneous quantal...
Persistent link: https://www.econbiz.de/10009476970
Recurrent events are frequently observed in biomedical studies, and often more than one type of event is of interest. Follow-up time may be censored due to loss to follow-up or administrative censoring. We propose a class of semi-parametric marginal means/rates models, with a general relative...
Persistent link: https://www.econbiz.de/10009477085
In this article, we formulate a semiparametric model for counting processes in which the effect of covariates is to transform the time scale for a baseline rate function. We assume an arbitrary dependence structure for the counting process and propose a class of estimating equations for the...
Persistent link: https://www.econbiz.de/10009477086
In biomedical studies, the event of interest is often recurrent and within-subject events cannot usually be assumed independent. In addition, individuals within a cluster might not be independent; for example, in multi-center or familial studies, subjects from the same center or family might be...
Persistent link: https://www.econbiz.de/10009477087
Asymptotic expansions for the null distribution of thelogrank statistic and its distribution under local proportionalhazards alternatives are developed in the case of iid observations.The results, which are derived from the work of Gu (1992) andTaniguchi (1992), are easy to interpret, and...
Persistent link: https://www.econbiz.de/10009477088
Murrayand Tsiatis (1996) described a weighted survival estimate thatincorporates prognostic time-dependent covariate informationto increase the efficiency of estimation. We propose a test statisticbased on the statistic of Pepe and Fleming (1989, 1991) thatincorporates these weighted survival...
Persistent link: https://www.econbiz.de/10009477089
We propose a profile conditional likelihood approach to handle missing covariates in the general semiparametric transformation regression model. The method estimates the marginal survival function by the Kaplan-Meier estimator, and then estimates the parameters of the survival model and the...
Persistent link: https://www.econbiz.de/10009477090