Maximum Likelihood Estimation in the Proportional Odds Model
研究了右删失数据下比例优势模型参数的最大似然估计，证明了回归系数估计的渐近正态性和有效性，以及生存时间单调变换估计的收敛性。
Abstract 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.