The Efficiency Bound of the Mixed Proportional Hazard Model
推导了混合比例风险模型的半参数效率界，发现单次持续期威布尔混合比例风险模型的信息矩阵奇异，不存在根号n一致估计量序列，而多次持续期模型信息矩阵一般非奇异。
The semiparametric efficiency bound of the mixed proportional hazard model is derived. The density of the model factors in such a way that there exists a complete sufficient statistic for the individual heterogeneity. The efficient score is shown to be the difference between the score in the parametric direction and its conditional expectation given the sufficient statistic. Applying this result to the single-spell Weibull mixed proportional hazard model, it is shown that its information matrix is singular and there cannot exist any ^/w-consistent estimator sequence. The information of the multi-spell Weibull mixed proportional hazard model is shown to be nonsingular in general.