Stacked Laplace-EM algorithm for duration models with time-varying and random effects

Author

KAUELRNANN, Göran¹ ; RONGHUI XU² ; VAIDA, Florin³
[1] University Bielefeld, Faculty of Economics and Business Administration, Universitätsstra?e 25, 33502 Bielefeld, Germany
[2] UC San Diego, Division of Biostatistics and Bioinformatics and Departement of Mathematics, 9500 Gilman Drive, La Jolla, CA 92093-0112, United States
[3] UC San Diego School of Medicine, Division of Biostatistics and Bioinformatics, 9500 Gilman Drive, La Jolla, CA 92093-0847, United States

Source

Computational statistics & data analysis. 2008, Vol 52, Num 5, pp 2514-2528, 15 p ; ref : 1 p

ISSN

0167-9473

Scientific domain

Mathematics

Publisher

Elsevier Science, Amsterdam

Publication country

Netherlands

Document type

Article

Language

English

Keyword (fr)

Ajustement modèle Algorithme EM Analyse donnée Approximation numérique Approximation spline Calcul statistique Chômage Classification automatique (statistiques) Coefficient régression Covariable Critère information Akaike Critère sélection Donnée censurée Econométrie Effet aléatoire Fonction régulière Fonction survie Lissage Loi marginale Modèle Cox Modèle amas Modèle mixte Méthode lissage Méthode paramétrique Méthode pénalité Méthode statistique Problème sélection Régression statistique Sciences économiques Statistique rang Survie Sélection modèle Test hypothèse Test statistique 41A15 62F03 62F07 62Jxx 62N02 62N99 62Nxx 62P20 65D07 Donnée survie Estimation paramétrique Modèle durée Modèle survie Paramètre lissage

Keyword (en)

Model matching EM algorithm Data analysis Numerical approximation Spline approximation Statistical computation Unemployment Cluster analysis (statistics) Regression coefficient Covariate Akaike information criterion Selection criterion Censored data Econometrics Random effect Smooth function Survival function Smoothing Marginal distribution Cox model Cluster model Mixed model Smoothing methods Parametric method Penalty method Statistical method Selection problem Statistical regression Economic sciences Rank statistic Survival Model selection Hypothesis test Statistical test Survival data Duration model Survival model Smoothing parameter

Keyword (es)

Ajustamiento modelo Algoritmo EM Análisis datos Aproximación numérica Aproximación esplín Cálculo estadístico Desempleo Coeficiente regresión Covariable Criterio información Akaike Criterio selección Econometría Efecto aleatorio Función regular Función sobrevivencia Alisamiento Ley marginal Modelo Cox Modelo mixto Método paramétrico Método penalidad Método estadístico Problema selección Regresión estadística Ciencias económicas Estadística rango Sobrevivencia Selección modelo Test hipótesis Test estadístico

Classification

Pascal

001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02A General topics

Pascal

001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02G Parametric inference

Pascal

001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02I Multivariate analysis

Pascal

001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02I Numerical analysis. Scientific computation / 001A02I01 Numerical analysis / 001A02I01Q Numerical methods in probability and statistics

Discipline

Mathematics

Origin

Inist-CNRS

Database

PASCAL

INIST identifier

20021641

Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS