Consider the Lehmann model with time-dependent covariates, which is different from Coxs model. We find out that (1) the parameter space for β under the Lehmann model is restricted, and the maximum point of the parametric likelihood for β may lie outside the parameter space; (2) for some particular time-dependent covariate, under the standard generalized likelihood the semiparametric maximum likelihood estimator (SMLE) is inconsistent and we propose a modified generalized likelihood which leads to the consistent SMLE.
|Original language||English (US)|
|Number of pages||16|
|Journal||Communications in Statistics - Theory and Methods|
|State||Published - Oct 18 2015|
All Science Journal Classification (ASJC) codes
- Statistics and Probability