Abstract #300452

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JSM 2003 Abstract #300452
Activity Number: 330
Type: Contributed
Date/Time: Wednesday, August 6, 2003 : 8:30 AM to 10:20 AM
Sponsor: Section on Nonparametric Statistics
Abstract - #300452
Title: A Profile Likelihood Theory for the Correlated Gamma-Frailty Model with Current Status Family Data
Author(s): Chi-Chung Wen*+ and Chao A. Hsiung
Companies: National Health Research Institutes and National Health Research Institutes Taiwan
Address: 128, Yen-Chiu-Yuan Rd., Sec 2, Taipei, 115, Taiwan
Keywords: current status family data ; profile likelihood ; least favorable submodel ; nonparametric maximum likelihood estimate
Abstract:

This talk concerns a profile likelihood inference for the regression coefficient and frailty parameters in the correlated gamma-frailty model with current status family data. The identifiability of the parameters and the existence of the nonparametric maximum likelihood estimate (NPMLE) are established under certain regularity conditions. The asymptotic consistency and convergence rate of the NPMLE are obtained, the invertibility of the efficient Fisher information matrix is proved, and a quadratic expansion of the profile likelihood is established. From these, we show that the NPMLE of the parameters of interest is asymptotically normal and efficient, its covariance matrix can be estimated consistently by means of the profile likelihood, and the likelihood ratio test is asymptotically chi-squared.

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