Showing 1,191 - 1,200 of 1,218
The Gamma-frailty proportional hazards (PH) model is commonly used to analyze correlated survival data. Despite this model’s popularity, the analysis of correlated current status data under the Gamma-frailty PH model can prove to be challenging using traditional techniques. Consequently, in...
Persistent link: https://www.econbiz.de/10011117690
Motivated from the stochastic representation of the univariate zero-inflated Poisson (ZIP) random variable, the authors propose a multivariate ZIP distribution, called as Type I multivariate ZIP distribution, to model correlated multivariate count data with extra zeros. The distributional theory...
Persistent link: https://www.econbiz.de/10011117694
A three-step approach is proposed to estimate latent Markov (LM) models for longitudinal data with and without covariates. The approach is based on a preliminary clustering of sample units on the basis of time-specific responses only, and is particularly useful when a large number of response...
Persistent link: https://www.econbiz.de/10011117700
The log-ratio methodology represents a powerful set of methods and techniques for statistical analysis of compositional data. These techniques may be used for the estimation of rounded zeros or values below the detection limit in cases when the underlying data are compositional in nature. An...
Persistent link: https://www.econbiz.de/10011056547
The EM algorithm is a powerful technique for determining the maximum likelihood estimates (MLEs) in the presence of binary data since the maximum likelihood estimators of the parameters cannot be expressed in a closed-form. In this paper, we consider one-shot devices that can be used only once...
Persistent link: https://www.econbiz.de/10011056553
The generalized persistence (GP) model, developed in the context of estimating “value added” by individual teachers to their students’ current and future test scores, is one of the most flexible value-added models in the literature. Although developed in the educational setting, the GP...
Persistent link: https://www.econbiz.de/10011056582
Persistent link: https://www.econbiz.de/10005395594
Persistent link: https://www.econbiz.de/10005395846
Biased sampling from an underlying distribution with p.d.f. f(t), t0, implies that observations follow the weighted distribution with p.d.f. fw(t)=w(t)f(t)/E[w(T)] for a known weight function w. In particular, the function w(t)=tα has important applications, including length-biased sampling...
Persistent link: https://www.econbiz.de/10005278861
The paper demonstrates how discrete time credit rating data (e.g. annual observations) can be analysed by means of a continuous-time Markov model. Two methods for estimating the transition intensities are given: the EM algorithm and an MCMC approach. The estimated transition intensities can be...
Persistent link: https://www.econbiz.de/10005279126