Fisher consistent estimation of regression parameter in the proportional mean residual life model with frailty
Fisher consistent estimation of regression parameter in the proportional mean residual life model with frailty
Author(s): Magdalena Skolimowska-KuligSubject(s): Socio-Economic Research
Published by: Wydawnictwo Uniwersytetu Wrocławskiego
Keywords: proportional mean residual life regression model; frailty models; Fisher consistent estimation;
Summary/Abstract: In the article, we consider the Fisher consistent estimation of the regression parameters in the proportional mean residual life model with arbitrary frailty. It is discussed that conventional estimation procedures, such as the maximum likelihood estimation or Cox’s approach, which are employed in common regression models, may also yield consistent inference in the extended models.
Journal: Ekonomia – Wroclaw Economic Review
- Issue Year: 27/2021
- Issue No: 2
- Page Range: 81-88
- Page Count: 8
- Language: English
