关于区间删失数据线性回归模型中最大似然估计存在性的注记

A Note on the Existence of Maximum Likelihood Estimates in Linear Regression Models Using Interval-Censored Data

Journal of the Royal Statistical Society. Series B: Statistical Methodology · 1988
被引 12
ABS 4

中文导读

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。

Abstract

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.

线性回归区间删失数据最大似然估计指数回归模型