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Abstract Details
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Activity Number:
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616
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Type:
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Contributed
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Date/Time:
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Thursday, August 4, 2011 : 8:30 AM to 10:20 AM
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Sponsor:
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Biometrics Section
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| Abstract - #303180 |
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Title:
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On the Asymptotic Behavior of the Pseudo-Likelihood Ratio Test Statistic with Boundary Problems
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Author(s):
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Yong Chen*+
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Companies:
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The University of Texas School of Public Health
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Address:
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1200 Pressler St, Houston, TX, 77030,
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Keywords:
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likelihood ratio statistic ;
pseudolikelihood ;
frailty survival model
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Abstract:
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In this talk, we consider the asymptotic distribution of the likelihood ratio statistic $T$ for testing a subset of parameter of interest $\theta$, $\theta=(\gamma, \eta)$, $H_0: \gamma=\gamma_0$, based on the pseudolikelihood $L(\theta, \hat \phi)$, where $\hat \phi$ is a consistent estimator of infinite dimensional parameter $\phi$, the nuisance parameter. We conducted simulation studies to examine the performance of the likelihood ratio test statistics through a setting of frailty survival models.
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Authors who are presenting talks have a * after their name.
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