A Note on the Existence of Maximum Likelihood Estimates in Linear Regression Models Using Interval-Censored Data
针对一类包含指数回归模型的区间删失数据线性回归模型,给出了最大似然估计存在的充要条件,该条件在简单线性回归中易于检验,有助于比较不同区间删失数据情形下最大似然估计的小样本性质。
SUMMARY For a class of linear regression models with interval-censored data, including the exponential regression model as a special case, a necessary and sufficient condition is given for the existence of the maximum likelihood estimator (MLE). The condition is especially simple to check for simple linear regression. This result is useful for comparing the small sample properties of MLEs from different special cases of interval-censored data.