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Seminar on Probability and Statistics
Seminar information archive ～04/30｜Next seminar｜Future seminars 05/01～
| Organizer(s) | Nakahiro Yoshida, Hiroki Masuda, Teppei Ogihara, Yuta Koike |
|---|
2017/01/16
16:50-18:00 Room #052 (Graduate School of Math. Sci. Bldg.)
広瀬勇一 (University of Wellington)
Profile likelihood approach to a large sample distribution of estimators in joint mixture model of survival and longitudinal ordered data
広瀬勇一 (University of Wellington)
Profile likelihood approach to a large sample distribution of estimators in joint mixture model of survival and longitudinal ordered data
[ Abstract ]
We consider a semiparametric joint model that consists of item response and survival components, where these two components are linked through latent variables. We estimate the model parameters through a profile likelihood and the EM algorithm. We propose a method to derive an asymptotic variance of the estimators in this model.
We consider a semiparametric joint model that consists of item response and survival components, where these two components are linked through latent variables. We estimate the model parameters through a profile likelihood and the EM algorithm. We propose a method to derive an asymptotic variance of the estimators in this model.
