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This paper concerns goodness-of-fit test for semiparametric copula models. Our contribution is two-fold: we first propose a new test constructed via the comparison between in-sample and out-of-sample pseudolikelihoods, which avoids the use of any probability integral transformations. Under the...
Persistent link: https://www.econbiz.de/10010331132
Continuous proportional outcomes are collected from many practical studies, where responses are confined within the unit interval (0,1). Utilizing Barndorff-Nielsen and Jørgensen's simplex distribution, we propose a new type of generalized linear mixed-effects model for longitudinal...
Persistent link: https://www.econbiz.de/10005683548
This paper presents and examines a new algorithm for solving a score equation for the maximum likelihood estimate in certain problems of practical interest. The method circumvents the need to compute second order derivatives of the full likelihood function. It exploits the structure of certain...
Persistent link: https://www.econbiz.de/10005595915
This paper concerns goodness-of-fit test for semiparametric copula models. Our contribution is two-fold: we first propose a new test constructed via the comparison between "in-sample" and "out-of-sample" pseudolikelihoods, which avoids the use of any probability integral transformations. Under...
Persistent link: https://www.econbiz.de/10010691293
Persistent link: https://www.econbiz.de/10010596814
Persistent link: https://www.econbiz.de/10008784095
In some commonly used longitudinal clinical trials designs, the quadratic inference functions (QIF) method fails to work due to non-invertible estimation of the optimal weighting matrix. We propose a modified QIF method, in which the optimal weighting matrix is estimated by a linear shrinkage...
Persistent link: https://www.econbiz.de/10008868893
The additive hazard regression (AHR) model is known for its convenience in interpretation, as hazard is modeled as a linear function of covariates. One outstanding issue in the application of such a model in the analysis of current status data is that there lacks an efficient and computationally...
Persistent link: https://www.econbiz.de/10011056451