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Ridder and Woutersen (2003) have shown that under a weak condition on the baseline hazard, there exist root-N consistent estimators of the parameters in a semiparametric Mixed Proportional Hazard model with a parametric baseline hazard and unspecified distribution of the unobserved...
Persistent link: https://www.econbiz.de/10010595371
Persistent link: https://www.econbiz.de/10009149864
likelihood parameter estimators for both models can be written as a martingale transform of the processes that count transitions …
Persistent link: https://www.econbiz.de/10010984930
In this paper, we consider a flexible class of semiparametric varying-coefficient mean residual lifetime (MRL) models that depended on an exposure variable where some effects may be functions of the exposure variables and some may be constants. We develop three-step estimation procedures to...
Persistent link: https://www.econbiz.de/10010776637
Ridder and Woutersen (2003) have shown that under a weak condition on the baseline hazard there exist root-N consistent estimators of the parameters in a semiparametric Mixed Proportional Hazard model with a parametric baseline hazard and unspecified distribution of the unobserved heterogeneity....
Persistent link: https://www.econbiz.de/10010269681
parameter estimates can be represented as martingale transform of the processes counting transitions between the rating states …
Persistent link: https://www.econbiz.de/10010300658
likelihood parameter estimators for both models can be written as a martingale transform of the processes that count transitions …
Persistent link: https://www.econbiz.de/10010305933
In this thesis, we propose to analyze panel count data using a spline-basedsieve generalized estimating equation method with a semiparametric proportional mean model E(N(t)|Z) = Λ0(t) eβT0Z. The natural log of the baseline mean function, logΛ0(t), is approximated by a monotone cubic B-spline...
Persistent link: https://www.econbiz.de/10009466051
Dependent censoring occurs in longitudinal studies of recurrent events when the censoring time depends on the potentially unobserved recurrent event times. To perform regression analysis in this setting, we propose a semiparametric joint model that formulates the marginal distributions of the...
Persistent link: https://www.econbiz.de/10009476569
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