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Details van artikel 14 van 22 gevonden artikelen
| Titel: |
Inefficiency of inferences with the partial likelihood |
| Auteur: |
Slud, Eric V. |
| Verschenen in: |
Communications in statistics |
| Paginering: | Jaargang 15 (1986) nr. 11 pagina's 3333-3351 |
| Jaar: |
1986 |
| Inhoud: |
In two-sample semiparametric survival models other than the Cox proportional-hazards regression model, it is shown that partial-likelihood inference of structural parameters in the presence of fully nonpararnetric nuisance-hazards typically has relative efficiency zero compared with fuii-Iikelihood infer -ence. The practical Interpretation of efficiencies in the pres-ence of infinite-dimensional nuisance-parameters is discussed, with reference to two important examples, namely a recent sur-vival regression-model of Clayton and Cuzick and a class of additive excess-risk models. Under the excess-risk models, a formula is derived for the large-sample information [which here is the same as the limiting Fisher information when the nuisance-parameter dimension gets large] for estimating the parameter of difference between two samples, as the nuisance function becomes fully nonpararnetric. |
| Uitgever: |
Taylor & Francis |
| Bronbestand: |
Elektronische Wetenschappelijke Tijdschriften |
Details van artikel 14 van 22 gevonden artikelen
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