統計数学セミナー
過去の記録 ~05/01|次回の予定|今後の予定 05/02~
担当者 | 吉田朋広、増田弘毅、荻原哲平、小池祐太 |
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目的 | 確率統計学およびその関連領域に関する研究発表, 研究紹介を行う. |
2017年01月16日(月)
16:50-18:00 数理科学研究科棟(駒場) 052号室
広瀬勇一 氏 (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 氏 (University of Wellington)
Profile likelihood approach to a large sample distribution of estimators in joint mixture model of survival and longitudinal ordered data
[ 講演概要 ]
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.