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The conventional model selection criterion, the Akaike information criterion, <sc>aic</sc>, has been applied to choose candidate models in mixed-effects models by the consideration of marginal likelihood. Vaida & Blanchard (2005) demonstrated that such a marginal <sc>aic</sc> and its small sample correction are...
Persistent link: https://www.econbiz.de/10005743418
To compare two samples of censored data, we propose a unified method of semi-parametric inference for the parameter of interest when the model for one sample is parametric and that for the other is nonparametric. The parameter of interest may represent, for example, a comparison of means, or...
Persistent link: https://www.econbiz.de/10005559321
We consider statistical inference for additive partial linear models when the linear covariate is measured with error. We propose attenuation-to-correction and simulation-extrapolation, simex, estimators of the parameter of interest. It is shown that the first resulting estimator is...
Persistent link: https://www.econbiz.de/10005559366
We consider partially linear models of the form Y = X-super-Tβ + ν(Z) + ɛ when the response variable Y is sometimes missing with missingness probability π depending on (X, Z), and the covariate X is measured with error, where ν(z) is an unspecified smooth function. The missingness structure...
Persistent link: https://www.econbiz.de/10005569451