Work

Observed Information in Semiparametric Models

Year: 1998

Type: article

Abstract: We discuss the estimation of the asymptotic covariance matrix of semi-parametric maximum likelihood estimators by the observed profile information. We show that a discretized version of the second derivative of the profile likelihood function yields consistent estimators of minus the efficient information matrix.

Source: Deep Blue (University of Michigan)

Authors: Murphy, Susan A., Van Der Vaart, Aad W.

Language: English

Topic: Statistical Methods and Inference

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

Funders: National Science Foundation, National Institute on Drug Abuse

Awards: Center for Prevention and Treatment Methodology, Mathematical Sciences: Random Effects Models in Survival Analysis

OpenAlex ID: W4302039411

FWCI: 0.469

Cites:

Cited by: 2

Related to: 10