Modified profile likelihood estimation for the Weibull regression models in survival analysis

Md Mazharul Islam, Md Hasinur Rahaman Khan*, Tamanna Hawlader

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

Abstract

In this study, adjustment of profile likelihood function of parameter of interest in presence of many nuisance parameters is investigated for survival regression models. Our objective is to extend the Barndorff–Nielsen’s technique to Weibull regression models for estimation of shape parameter in presence of many nuisance and regression parameters. We conducted Monte-Carlo simulation studies and a real data analysis, all of which demonstrate and suggest that the modified profile likelihood estimators outperform the profile likelihood estimators in terms of three comparison criterion: mean squared errors, bias and standard errors.

Original languageEnglish
Pages (from-to)2329-2343
Number of pages15
JournalCommunications in Statistics - Theory and Methods
Volume48
Issue number9
DOIs
Publication statusPublished - May 3 2019
Externally publishedYes

Keywords

  • Modified profile likelihood
  • profile likelihood
  • weibull regression model

ASJC Scopus subject areas

  • Statistics and Probability

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