This paper studies Cox‘s proportional hazards model under covariate measurement error. Nakamura‘s (1990) methodology of corrected log-likelihood will be applied to the so called Breslow likelihood, which is, in the absence of measurement error, equivalent to partial likelihood. For a general error model with possibly heteroscedastic and non-normal additive measurement error, corrected estimator...

A Gamma distributed response is subjected to regression penalized likelihood estimations of Least Absolute Shrinkage and Selection Operator (LASSO) Minimax Concave Penalty via Generalized Linear Models (GLMs). The related disturbance controls the influence skewness spread in corrected path solutions coefficients.

In this article we consider the stochastic restricted ridge estimation in semipara-metric linear models when the covariates are measured with additive errors. The development of penalized corrected likelihood method in such model is the basis for derivation of ridge estimates. The asymptotic normality of the resulting estimates are established. Also, necessary and sufficient condition...

Usually the existence of influential observations is complicated by the presence of collinearity in linear measurement error models. However no method of influence measure available for the possible effect's that collinearity can have on the influence of an observation in such models. In this paper, a new type of ridge estimator based corrected likelihood function (REC) for linear measurement e...

Model selection is a central component of data analysis Though there are a variety of methods for likelihood based estimation methods there are relatively few for non likelihood based generalized linear models GLM such as in the quasi likelihood and generalized es timating equation GEE approaches In this paper we develop basic and bias corrected bootstrap approaches to estimate the predictive m...

In experiments where one searches a large parameter space for an anomaly, often finds many spurious noise-induced peaks in the likelihood. This is known as look-elsewhere effect, and must be corrected when performing statistical analysis. paper introduces method to calibrate false alarm probability (FAP), or $p$-value, given dataset by considering heights of highest simplest form self-calibrati...

In this paper we deal with the issue of performing accurate small-sample inference in the Birnbaum– Saunders regression model, which can be useful for modeling lifetime or reliability data. We derive a Bartlett-type correction for the score test and numerically compare the corrected test with the usual score test, the likelihood ratio test and its Bartlett-corrected version. Our simulation resu...

Consider three different but related problems with auxiliary information: infinite population sampling or Monte Carlo with control variates, missing response with explanatory variables, and Poisson and rejective sampling with auxiliary variables. We demonstrate unified regression and likelihood estimators and study their second-order properties. The likelihood estimators are second-order unbias...