Maximum likelihood estimation for longitudinal data with truncated observations.
نویسندگان
چکیده
We obtain maximum likelihood estimates of the parameters when the observations on the response variable in a repeated measures design are truncated above a cutpoint. The maximum likelihood equations are solved iteratively using an EM-like procedure. It is observed that these estimates have smaller mean squared error than recently proposed iterative weighted least-squares estimates. The results are applied to data arising from a study of dioxin elimination in Air Force veterans. Published in 2000 by John Wiley & Sons, Ltd.
منابع مشابه
Maximum Likelihood Estimation of Parameters in Generalized Functional Linear Model
Sometimes, in practice, data are a function of another variable, which is called functional data. If the scalar response variable is categorical or discrete, and the covariates are functional, then a generalized functional linear model is used to analyze this type of data. In this paper, a truncated generalized functional linear model is studied and a maximum likelihood approach is used to esti...
متن کاملThe Development of Maximum Likelihood Estimation Approaches for Adaptive Estimation of Free Speed and Critical Density in Vehicle Freeways
The performance of many traffic control strategies depends on how much the traffic flow models have been accurately calibrated. One of the most applicable traffic flow model in traffic control and management is LWR or METANET model. Practically, key parameters in LWR model, including free flow speed and critical density, are parameterized using flow and speed measurements gathered by inductive ...
متن کاملConditional Dependence in Longitudinal Data Analysis
Mixed models are widely used to analyze longitudinal data. In their conventional formulation as linear mixed models (LMMs) and generalized LMMs (GLMMs), a commonly indispensable assumption in settings involving longitudinal non-Gaussian data is that the longitudinal observations from subjects are conditionally independent, given subject-specific random effects. Although conventional Gaussian...
متن کاملImproving the Performance of Bayesian Estimation Methods in Estimations of Shift Point and Comparison with MLE Approach
A Bayesian analysis is used to detect a change-point in a sequence of independent random variables from exponential distributions. In This paper, we try to estimate change point which occurs in any sequence of independent exponential observations. The Bayes estimators are derived for change point, the rate of exponential distribution before shift and the rate of exponential distribution after s...
متن کاملThe Development of Maximum Likelihood Estimation Approaches for Adaptive Estimation of Free Speed and Critical Density in Vehicle Freeways
The performance of many traffic control strategies depends on how much the traffic flow models are accurately calibrated. One of the most applicable traffic flow model in traffic control and management is LWR or METANET model. Practically, key parameters in LWR model, including free flow speed and critical density, are parameterized using flow and speed measurements gathered by inductive loop d...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
- Statistics in medicine
دوره 19 21 شماره
صفحات -
تاریخ انتشار 2000