Search Results - subject:"likelihood function"

Inference for shared-frailty survival models with left-truncated data

Berg, Gerard J. van den; Drepper, Bettina - Abteilung für Volkswirtschaftslehre, Universität Mannheim - 2012

truncation. We provide a Stata command file that maximizes the likelihood function that properly takes account of the interplay …

Persistent link: https://www.econbiz.de/10010570566

Inference for shared-frailty survival models with left-truncated data

Berg, Gerard J. van den; Drepper, Bettina - 2012

truncation. We provide a Stata command file that maximizes the likelihood function that properly takes account of the interplay …

Persistent link: https://www.econbiz.de/10011489912

Inference for shared-frailty survival models with left-truncated data

van den Berg, Gerard J.; Drepper, Bettina - 2011

truncation. We provide a Stata command file that maximizes the likelihood function that properly takes account of the interplay …

Persistent link: https://www.econbiz.de/10010282612

Closed-Form Likelihood Expansions for Multivariate Time-Inhomogeneous Diffusions

Choi, Seungmoon - School of Economics, University of Adelaide - 2011

function, which can be a good candidate when the true likelihood function is unavailable as is often the case. … it is used to obtain ML estimates. The results reveal that our method yields a very accurate approximate likelihood …

Persistent link: https://www.econbiz.de/10009195423

Inference for Shared-Frailty Survival Models with Left-Truncated Data

den Berg, Gerard J. van; Drepper, Bettina - Institute for the Study of Labor (IZA) - 2011

truncation. We provide a Stata command file that maximizes the likelihood function that properly takes account of the interplay …

Persistent link: https://www.econbiz.de/10009325429

Inference for shared-frailty survival models with left-truncated data

van den Berg, Gerard; Drepper, Bettina - 2011

truncation. We provide a Stata command file that maximizes the likelihood function that properly takes account of the interplay …

Persistent link: https://www.econbiz.de/10010321161

Inference for shared-frailty survival models with left-truncated data

Berg, Gerard J. van den; Drepper, Bettina - In: Econometric reviews 35 (2016) 5/7, pp. 1075-1098

Persistent link: https://www.econbiz.de/10011591020

Closed-Form Likelihood Expansions for Multivariate Time-Inhomogeneous Diffusions

Choi, Seungmoon - School of Economics, University of Adelaide - 2010

likelihood function that can be a good candidate when the true likelihood function is unavailable. …

Persistent link: https://www.econbiz.de/10008462903

Estimation of fixed effects panel regression models with separable and nonseparable space–time filters

Lee, Lung-fei; Yu, Jihai - In: Journal of Econometrics 184 (2015) 1, pp. 174-192

, which results in an exact likelihood function for estimation. This is important when the span of time periods is short. We …

Persistent link: https://www.econbiz.de/10011077609

Regression analysis of multivariate current status data with auxiliary covariates under the additive hazards model

Chen, Yurong; Feng, Yanqin; Sun, Jianguo - In: Computational Statistics & Data Analysis 87 (2015) C, pp. 34-45

In a biomedical study, it often occurs that some covariates of interest are not measured exactly and only some auxiliary information on them is available. In this case, a question of interest is how to make use of the available auxiliary information for statistical analysis. This paper discusses...

Persistent link: https://www.econbiz.de/10011209615