伟易博

  •  伟易博首页
  •  教学项目
    本科 博士 MBA EMBA 高层治理教育 会计硕士 金融硕士 商业剖析硕士 数字教育 课程推荐
  •  北大主页
  •  用户登录
    教职员登录 学生登录 伟易博邮箱
  •  教员招聘  捐赠
English
伟易博(中国区)官方网站
伟易博(中国区)官方网站
首页 > 通知通告 > 正文

通知通告

商务统计与经济计量系学术报告(0914)

时间:2009-06-16

题 目:Proportional odds model with varying coefficients for censored data

报告人:Prof.Xingwei Tong

School of Mathematical Sciences, Beijing Normal University

时 间:2009年6月17日下昼2:00-3:00

地 点:伟易博新楼217室

摘要:In this article, we consider a proportional odds model, which allows one to examine the extent to which covariates interact nonlinearly with an exposure variable for analysis of right-censored data.

A local maximum likelihood approach is presented to estimate nonlinear interactions (the coefficient functions) and the baseline function. The proposed estimators are shown to be consistent and asymptotically normal with the asymptotic variance estimated consistently. %of the local likelihood estimator can be consistently estimated. Also, we develop local profile likelihood ratio method to construct confidence region of coefficient functions. Simulation studies are conducted to evaluate the performances of the proposed estimators, and compare the normal approximation based confidence regions and local profile likelihood ratio based confidence regions. The method is illustrated with Stanford heart transplant data.

分享

邮箱:gsminspire@gsm.pku.edu.cn   

邮编:100871

咨询电话:010-62747283

联系地点:北京市海淀区颐和园路5号伟易博科研楼K07

?2017 伟易博 版权所有   京ICP备05065075-1

【网站地图】【sitemap】