کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
5129279 1378613 2017 13 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Maximum weighted likelihood for discrete choice models with a dependently censored covariate
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
Maximum weighted likelihood for discrete choice models with a dependently censored covariate
چکیده انگلیسی

This study considers discrete choice models with a censored covariate under dependent censoring where the censoring mechanism depends on the outcomes of choice models. We estimate the parameter vector using maximum weighted likelihood (MWL). The weights are obtained through the Aalen's estimator. Our estimator for the parameter vector in choice models is consistent and asymptotically normal. Simulations show that MWL performs well. Finally, the proposed MWL method is applied to a real data set.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of the Korean Statistical Society - Volume 46, Issue 1, March 2017, Pages 15-27
نویسندگان
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