Maximum likelihood estimation in the proportional odds model
Maximum likelihood estimation in the proportional odds model
复制标题
DOI：
10.2307/2965560
复制
发表时间：
1997-09-01
影响因子：
3.7
通讯作者：
vanderVaart, AW
中科院分区：
文献类型：
--
作者：
Murphy, SA;Rossini, AJ;vanderVaart, AW
We consider maximum likelihood estimation of the parameters in the proportional odds model with right-censored data. The estimator of the regression coefficient is shown to be asymptotically normal with efficient variance. The maximum likelihood estimator of the unknown monotonic transformation of the survival time converges uniformly at a parametric rate to the true transformation. Estimates for the standard errors of the estimated regression coefficients are obtained by differentiation of the profile likelihood and are shown to be consistent. A likelihood ratio test for the regression coefficient is also considered.
