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The Cox (1972) regression model is extended to include discrete and mixed continuous/discrete failure time data by retaining the multiplicative hazard rate form of the absolutely continuous model. Application of martingale arguments to the regression parameter estimating function show the...
Persistent link: https://www.econbiz.de/10009477091
Despite their widespread use as predictors of the spot price of oil, oil futures prices tend to be less accurate in the mean-squared prediction error sense than no-change forecasts. This result is driven by the variability of the futures price about the spot price, as captured by the oil futures...
Persistent link: https://www.econbiz.de/10009477106
We derive semiparametric methods for estimating and testing treatment effects when censored recurrent event data are available over multiple periods. These methods are based on estimating functions motivated by a working “mixed-Poisson” assumption under which conditioning can eliminate...
Persistent link: https://www.econbiz.de/10009477133
We consider Semiparametric regression for periodic longitudinal data. Parametric fixed effects are used to model the covariate effects and a periodic nonparametric smooth function is used to model the time effect. The within–subject correlation is modeled using subject-specific random effects...
Persistent link: https://www.econbiz.de/10009477134
On-Line Analytical Processing (OLAP) aims at gaining useful information quickly from large amounts of data residing in a data warehouse. To improve the quickness of response to queries, pre-aggregation is a useful strategy. However, it is usually impossible to pre-aggregate along all...
Persistent link: https://www.econbiz.de/10009477214
Mathematical models which relate the growth rate of a microorganism to a single limiting substrate concentration have long been established. In recent years, it has become apparent that, under certain conditions, the growth rate of an organism may be simultaneously limited by two or more...
Persistent link: https://www.econbiz.de/10009477221
The analysis of longitudinal repeated measures data is frequently complicated by missing data due to informative dropout. We describe a mixture model for joint distribution for longitudinal repeated measures, where the dropout distribution may be continuous and the dependence between response...
Persistent link: https://www.econbiz.de/10009477333
Selection models and pattern-mixture models are often used to deal with nonignorable dropout in longitudinal studies. These two classes of models are based on different factorizations of the joint distribution of the outcome process and the dropout process. We consider a new class of models,...
Persistent link: https://www.econbiz.de/10009477334
We propose a new class of models, transition measurement error models, to study the effects of covariates and the past responses on the current response in longitudinal studies when one of the covariates is measured with error. We show that the response variable conditional on the error-prone...
Persistent link: https://www.econbiz.de/10009477335
The Daily Hormone Study, a substudy of the Study of Women's Health Across the Nation (SWAN) consisting of more than 600 pre- and perimenopausal women, includes a scalar measure of total hip bone mineral density (BMD) together with repeated measures of creatinine-adjusted follicle stimulating...
Persistent link: https://www.econbiz.de/10009477340