estimation in weibull regression model with measurement error Bena Virginia

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estimation in weibull regression model with measurement error Bena, Virginia

Groves, L. A. Special attention is paid to the modelling of quadratic predictors, the role of heteroscedastic measurement error, and the efficient use of replicated measurements of the surrogates. This is only possible if the appropriate econometric methods are applied.

Then the basic methods are compared in a simulation study. The standard estimators of regression coefficients, other than the intercept, are bias-robust. This new estimator is established based on the fact that asymptotically the naive estimator converges to the true parameter times an attenuation factor. In most surveys a not negligible proportion of data is missing, and sophisticated methods are needed to avoid severely biased estimation.

SilvaRead full-textEstimation in Weibull regression model with measurement errorArticle · Jan 1999 Patricia CimenezaHeleno BolfarineaEnrico A. He taught at the Universities of Berlin, Dortmund and Regensburg before joining the University of Munich in 1991. Full-text · Chapter · Nov 2008 · Journal of statistical softwareThomas AugustinAngela DöringDavid Rummel+1 more author ...Christian HeumannRead full-textShow morePeople who read this publication also readApplication of poly-Weibull regression model in L.

He et al. (2007) discussed accelerated failure time models with error-prone covariates and studied the bias induced by the naive approach of ignoring measurement error in covariates. All rights reserved.About us · Contact us · Careers · Developers · News · Help Center · Privacy · Terms · Copyright | Advertising · Recruiting We use cookies to give you the best possible experience on ResearchGate. Publisher conditions are provided by RoMEO. The estimators proposed by Nakamura [Biometrics 48 (1992) 829], Kong "et al." ["Scand.

Full-text · Article · Jan 2003 · Scandinavian Journal of StatisticsThomas AugustinA. Carroll and L. LinY.-Q. Whittemore and S.

Nakamura, “Proportional hazards models with covariates subject to measurement error,” Biometrics vol. 48 pp. 829–838, 1992.Google ScholarM. McDonald, and C. Tanner, (eds.), Human Growth vol. 2 pp. 171–209, Plenum: New York, 1986.Google ScholarT. Carroll, D.

The application to the MONICA data is reported in Section 4, while Section 5 concludes by sketching some topics for further research. Differing provisions from the publisher's actual policy or licence agreement may be applicable.This publication is from a journal that may support self archiving.Learn more © 2008-2016 researchgate.net. The results corroborate the importance of taking into account measurement error carefully. Whittemore and J.

If someone is interested to learn more about a field, relatively unknown to them, they will require support. A brief review of the bias-corrected estimators literature is presented as well as a considerable simulation comparing the estimators properties.Do you want to read the rest of this article?Request full-text CitationsCitations11ReferencesReferences14Cox's Holt, J. Durch die Nutzung unserer Dienste erklären Sie sich damit einverstanden, dass wir Cookies setzen.Mehr erfahrenOKMein KontoSucheMapsYouTubePlayNewsGmailDriveKalenderGoogle+ÜbersetzerFotosMehrShoppingDocsBooksBloggerKontakteHangoutsNoch mehr von GoogleAnmeldenAusgeblendete FelderBooksbooks.google.de - This collection contains invited papers by distinguished statisticians to honour

Finally, the method will be extended to some variants of the Cox model. Thomas Augustin at the department of statistics of the LMU Munich and is currently working on her doctoral thesis.Bibliografische InformationenTitelModel-Based Recursive Partitioning with Adjustment for Measurement Error: Applied to the Cox’s All rights reserved.About us · Contact us · Careers · Developers · News · Help Center · Privacy · Terms · Copyright | Advertising · Recruiting We use cookies to give you the best possible experience on ResearchGate. W.

Specific branches which require specific methods have been established. M. Reviews on this important topic are provided, in particular, by Rao et al. (2008, Chapter 8), Little and Rubin (2002), Toutenburg et al. (2002) and Toutenburg, Fieger and Heumann (2000). This sheds new light on these estimators and justifies them as "exact" corrected score estimators.

rgreq-f11cda4e386048dcd85cd4b8419159be false Skip to main content This service is more advanced with JavaScript available, learn more at http://activatejavascript.org Search Home Contact Us Log in Search Lifetime Data AnalysisMarch 1999, Volume 5, In this paper we show how classical and Berkson ME in explanatory variables of a Weibull regression model can be handled using the integrated nested Laplace approximations (INLA) method, and illustrate Clayton, “Models for the analysis of cohort and case-control studies with inaccurately measured exposures,” in J. rer.

The second covariate, systolic blood pressure (SBP), is notoriously difficult to measure and was assumed to suffer from classical ME. Modern Econometrics tries to develop new approaches from an economic perspective. These papers present the most recent developments in the area of the linear model and its related topics. G.

In an information-driven society such as ours we need quickly to obtain complete and convincing statistical results....https://books.google.de/books/about/Modern_Econometric_Analysis.html?hl=de&id=O23vLhwbs7wC&utm_source=gb-gplus-shareModern Econometric AnalysisMeine BücherHilfeErweiterte BuchsucheE-Book kaufen - 108,28 €Nach Druckexemplar suchenSpringer ShopAmazon.deBuch.deBuchkatalog.deLibri.deWeltbild.deIn Bücherei suchenAlle Händler»Modern Econometric J. Durch die Nutzung unserer Dienste erklären Sie sich damit einverstanden, dass wir Cookies setzen.Mehr erfahrenOKMein KontoSucheMapsYouTubePlayNewsGmailDriveKalenderGoogle+ÜbersetzerFotosMehrShoppingDocsBooksBloggerKontakteHangoutsNoch mehr von GoogleAnmeldenAusgeblendete FelderBooksbooks.google.de - The importance of empirical economics and econometric methods has greatly A brief review of the bias-corrected estimators literature is presented as well as a considerable simulation comparing the estimators properties.Do you want to read the rest of this article?Request full-text CitationsCitations10ReferencesReferences3Bayesian

Stefanski, “Approximate quasi-likelihood estimation in models with surrogate predictors,” Journal of the American Statistical Association vol. 85 pp. 652–663, 1990.Google ScholarD. Mathiowetz and S. Dr. Falkner and J.

Moreover, this method enjoys simplicity and flexibility for practical use. Nakamura's ["Biometrika" 77 (1990) 127] methodology of corrected log-likelihood will be applied to the so-called Breslow likelihood, which is, in the absence of measurement error, equivalent to partial likelihood. See all ›10 CitationsSee all ›3 ReferencesShare Facebook Twitter Google+ LinkedIn Reddit Request full-text Estimation in Weibull regression model with measurement errorArticle · January 1999 with 4 Reads1st Patricia Giménez9.25 · Universidad Nacional de Mar Stefanski and R.

The bias properties of these estimators and standard estimators are compared both theoretically, using small measurement error asymptotics, and by simulation. Generated Sat, 15 Oct 2016 06:15:36 GMT by s_ac15 (squid/3.5.20) ERROR The requested URL could not be retrieved The following error was encountered while trying to retrieve the URL: http://0.0.0.10/ Connection