Scaled Consistent Estimation of Regression Parameters in Frailty Models

Autor:	Tadeusz Bednarski, Magdalena Skolimowska-Kulig
Jazyk:	English<br />Polish
Rok vydání:	2018
Předmět:	frailty models maximum likelihood estimation Fisher consistency Marketing. Distribution of products HF5410-5417.5 Finance HG1-9999
Zdroj:	Acta Universitatis Lodziensis. Folia Oeconomica, Vol 5, Iss 338, Pp 133-142 (2018)
Druh dokumentu:	article
ISSN:	0208-6018 2353-7663
DOI:	10.18778/0208-6018.338.08
Popis:	A computationally attractive method of estimation of parameters for a class of frailty regression models is discussed. The method uses maximum likelihood estimation for the classical exponential regression model. Scaled Fisher consistency is shown to hold and a simulation study indicating good asymptotic properties of the method, as well as real data case analysis, are presented.
Databáze:	Directory of Open Access Journals
Externí odkaz:	https://doaj.org/article/b11a143f44124f9199194e6d7ad45184 Zobrazit plný text záznamu View record in DOAJ