지원사업
학술연구/단체지원/교육 등 연구자 활동을 지속하도록 DBpia가 지원하고 있어요.
커뮤니티
연구자들이 자신의 연구와 전문성을 널리 알리고, 새로운 협력의 기회를 만들 수 있는 네트워킹 공간이에요.
논문 기본 정보
- 자료유형
- 학술저널
- 저자정보
- 저널정보
- 한국통계학회 CSAM(Communications for Statistical Applications and Methods) CSAM(Communications for Statistical Applications and Methods) 제26권 제4호
- 발행연도
- 2019.7
- 수록면
- 371 - 383 (13page)
이용수
초록· 키워드
오류제보하기
Panel data sets have been developed in various areas, and many recent studies have analyzed panel, or longitudinal data sets. Maximum likelihood (ML) may be the most common statistical method for analyzing panel data models; however, the inference based on the ML estimate will have an inflated Type I error because the ML method tends to give a downwardly biased estimate of variance components when the sample size is small. The under estimation could be severe when data is incomplete. This paper proposes the restricted maximum likelihood (REML) method for a random effects panel data model with a censored dependent variable. Note that the likelihood function of the model is complex in that it includes a multidimensional integral. Many authors proposed to use integral approximation methods for the computation of likelihood function; however, it is well known that integral approximation methods are inadequate for high dimensional integrals in practice. This paper introduces to use the moments of truncated multivariate normal random vector for the calculation of multidimensional integral. In addition, a proper asymptotic standard error of REML estimate is given.
목차
Abstract
1. Introduction
2. Restricted maximum likelihood method
3. Examples
4. Simulation study and conclusion
References
참고문헌 (0)
참고문헌 신청함께 읽어보면 좋을 논문
논문 유사도에 따라 DBpia 가 추천하는 논문입니다. 함께 보면 좋을 연관 논문을 확인해보세요!
-
The restricted maximum likelihood estimation of a censored regression model
CSAM(Communications for Statistical Applications and Methods)
2017 .05
-
A computational note on maximum likelihood estimation in random effects panel probit model
CSAM(Communications for Statistical Applications and Methods)
2019 .05
-
On the maximum likelihood estimation for a normal distribution under random censoring
CSAM(Communications for Statistical Applications and Methods)
2018 .11
-
On the maximum likelihood estimators for parameters of a Weibull distribution under random censoring
CSAM(Communications for Statistical Applications and Methods)
2016 .05
-
Analysis of Multivariate Binary Random Effect Models using Hierarchical Likelihood Approach
Journal of The Korean Data Analysis Society
2019 .01
-
A Note on the Likelihood Ratio Simultaneous Multivariate Tests
Journal of The Korean Data Analysis Society
2018 .01
-
Likelihood-based inference for the ratio of shape parameters of generalized exponential distributions
한국데이터정보과학회지
2018 .05
-
Estimation for a half-triangular distribution based on unified hybrid censored sample
한국데이터정보과학회지
2018 .11
-
Comparison of parameter estimation methods for normal inverse Gaussian distribution
CSAM(Communications for Statistical Applications and Methods)
2020 .01
-
Laplace approximation approach for frailty survival models
한국데이터정보과학회지
2018 .11
-
New approach for analysis of progressive Type-II censored data from the Pareto distribution
CSAM(Communications for Statistical Applications and Methods)
2018 .09
-
A Bayesian inference for fixed effect panel probit model
CSAM(Communications for Statistical Applications and Methods)
2016 .03
-
Joint HGLM approach for repeated measures and survival data
한국데이터정보과학회지
2016 .08
-
통일된 복합 중도절단에서 하프 로지스틱 분포의 모수 추정
한국데이터정보과학회지
2018 .01
-
Simultaneous Test Procedure for ANOVA with Possibly Unequal Variances
Journal of The Korean Data Analysis Society
2018 .01
-
Optimal three step-stress accelerated life tests for Type-I hybrid censored data
한국데이터정보과학회지
2015 .02
-
Maximum penalized likelihood estimation for a stress-strength reliability model using complete and incomplete data
CSAM(Communications for Statistical Applications and Methods)
2018 .07
-
New generalized inverse Weibull distribution for lifetime modeling
CSAM(Communications for Statistical Applications and Methods)
2016 .03
-
Statistical Issues on Instrumental Scores for Non-likelihood Stochastic Models
Quantitative Bio-Science
2017 .11
-
Generalized half-logistic Poisson distributions
CSAM(Communications for Statistical Applications and Methods)
2017 .07
이 논문의 저자 정보
최근 본 자료
댓글(0)
0
UCI(KEPA) : I410-ECN-0101-2023-310-001441597