Estimation in weibull regression model with measurement error
A new estimator is proposed for the Weibull regression model with mea¬surement error. The naive estimator obtained by ignoring measurement error is asymptotically biased. This new estimator is established based on the fact that asymptotically the naive estimator converges to the true parameter times...
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Veröffentlicht in: | Communications in statistics. Theory and methods 1999-01, Vol.28 (2), p.495-510 |
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Hauptverfasser: | , , |
Format: | Artikel |
Sprache: | eng |
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Online-Zugang: | Volltext |
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Zusammenfassung: | A new estimator is proposed for the Weibull regression model with mea¬surement error. The naive estimator obtained by ignoring measurement error is asymptotically biased. This new estimator is established based on the fact that asymptotically the naive estimator converges to the true parameter times an attenuation factor. A brief review of the bias-corrected estimators literature is presented as well as a considerable simulation comparing the estimators properties. |
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ISSN: | 0361-0926 1532-415X |
DOI: | 10.1080/03610929908832309 |