Abstract Details
Activity Number:
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240
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Type:
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Contributed
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Date/Time:
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Monday, August 5, 2013 : 2:00 PM to 3:50 PM
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Sponsor:
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Biometrics Section
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Abstract - #308187 |
Title:
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On the Asymptotic Behavior of the Pseudolikelihood Ratio Test Statistic with Boundary Problems in Semiparametric Models
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Author(s):
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Yong Chen*+ and Jing Ning and Kung-Yee Liang
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Companies:
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The University of Texas School of Public Health and The University of Texas MD Anderson Cancer Center and National Yang Ming University
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Keywords:
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Likelihood ratio test ;
multivariate survival model ;
pseudolikelihood ;
semiparametric models
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Abstract:
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In this talk, we consider the asymptotic distribution of the likelihood ratio statistic $T$ for hypothesis testing under semiparameter models based on the pseudolikelihood (Gong and Samaniego, 1981). The pseudolikelihood is contructed as $L(\theta, \hat \phi)$, where $\hat \phi$ is a consistent estimator of the infinite dimensional nuisance parameter $\phi$. We show that the asymptotic distribution of $T$ under $H_0$ is a weighted sum of independent $\chi_1^2$ variables. Examples in multivariate survival analysis are given.
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Authors who are presenting talks have a * after their name.
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