In this paper we provide a new methodology to analyze the (Gaussian) profile quasi likelihood function for panel regression models with interactive fixed effects, also called factor models. The number of factors is assumed to be known. Employing the perturbation theory of linear operators, we derive a power series expansion of the likelihood function in the regression parameters. Using this exp...

We consider two approaches for bias evaluation and reduction in the proportional hazards model (PHM) proposed by Cox. The rst one is an analytical approach in which we derive the n ?1 bias term of the maximum partial likelihood estimator. The second approach consists of resampling methods, namely the jackknife and the bootstrap. We compare all methods through a comprehensive set of Monte Carlo ...

E. Kitamura Y. Miki M. Kawai H. Itoh S. Yura N. Mori K. Sugimura K. Togashi BACKGROUND AND PURPOSE: The anterior pituitary of a term neonate is usually hyperintense on T1-weighted MR images, which may represent histologic changes of the gland due to the effect of high estrogen levels during the fetal period; however, MR findings of a preterm neonate have not been fully evaluated. The purpose of...

Boosting techniques from the field of statistical learning have grown to be a popular tool for estimating and selecting predictor effects in various regression models can roughly separated two general approaches, namely gradient boosting likelihood-based boosting. An extensive framework has been proposed order fit generalized mixed based on boosting, however case cluster-constant covariates app...

Likelihood ratio tests are used in a range of detection-estimation problems, but normally cannot be extended to cases where training data volume T is smaller than the dimension M of the observations. We propose a non-degenerate normalized LR test that can be used for detection-estimation in such under-sampled training conditions. The LR is formed based on non-degenerate band extension of the or...

Factor models appear in many areas, such as economics or signal processing. If the factors and errors are Gaussian, a likelihood-based theory is well-known since Lawley (1940). However, these results are obtained in the classical scheme where the data dimension p is kept fixed while the sample size n tends to infinity. This point of view is not valid anymore for large-dimensional data, and usua...

Relations between the amount and duration of insufficient early gain in weight and later catch up and absolute weight at 1 year of corrected age were investigated in 30 preterm babies of greater than 32 weeks' gestation. There were no significant correlations to suggest that insufficient early weight gain affected later patterns of weight despite individual weights at 1 year generally being dis...

We derive an analytic expression for the bias, to O(n) of the maximum likelihood estimator of the scale parameter in the half-logistic distribution. Using this expression to bias-correct the estimator is shown to be very effective in terms of bias reduction, without adverse consequences for the estimator’s precision. The analytic bias-corrected estimator is also shown to be dramatically superio...