| dc.contributor.author | Bednarski, Tadeusz | |
| dc.contributor.author | Skolimowska-Kulig, Magdalena | |
| dc.date.accessioned | 2018-10-08T13:33:25Z | |
| dc.date.available | 2018-10-08T13:33:25Z | |
| dc.date.issued | 2018 | |
| dc.identifier.issn | 0208-6018 | |
| dc.identifier.uri | http://hdl.handle.net/11089/25936 | |
| dc.description.abstract | A computationally attractive method of estimation of parameters for a class of frailty regression models is discussed. The method uses maximum likelihood estimation for the classical exponential regression model. Scaled Fisher consistency is shown to hold and a simulation study indicating good asymptotic properties of the method, as well as real data case analysis, are presented. | en_GB |
| dc.description.abstract | W artykule omówiono atrakcyjną obliczeniowo metodę estymacji parametrów dla klasy modeli regresyjnych z nieobserwowaną zmienną „frailty”. Dowiedziono, że estymator największej wiarygodności stosowany w klasycznym wykładniczym modelu regresji jest Fisherowsko zgodny z dokładnością do skali w rozważanym modelu „frailty”. Przeprowadzone badania symulacyjne oraz analiza rzeczywistych danych wskazują na dobre własności asymptotyczne prezentowanej metody estymacji. | pl_PL |
| dc.language.iso | en | en_GB |
| dc.publisher | Wydawnictwo Uniwersytetu Łódzkiego | en_GB |
| dc.relation.ispartofseries | Acta Universitatis Lodziensis. Folia Oeconomica;338; 338 | |
| dc.subject | frailty models | en_GB |
| dc.subject | maximum likelihood estimation | en_GB |
| dc.subject | Fisher consistency | en_GB |
| dc.subject | modele frailty | pl_PL |
| dc.subject | estymacja największej wiarygodności | pl_PL |
| dc.subject | Fisherowska zgodność | pl_PL |
| dc.title | Scaled Consistent Estimation of Regression Parameters in Frailty Models | en_GB |
| dc.title.alternative | Zgodna z dokładnością do skali estymacja parametrów w modelach regresji ze zmienną „frailty” | pl_PL |
| dc.type | Article | en_GB |
| dc.rights.holder | © Copyright by Authors, Łódź 2018; © Copyright for this edition by Uniwersytet Łódzki, Łódź 2018 | en_GB |
| dc.page.number | 133-142 | |
| dc.contributor.authorAffiliation | University of Wrocław, Faculty of Law, Administration and Economics, Institute of Economic Sciences | |
| dc.contributor.authorAffiliation | University of Wrocław, Faculty of Law, Administration and Economics, Institute of Economic Sciences | |
| dc.identifier.eissn | 2353-7663 | |
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| dc.contributor.authorEmail | tadeusz.bednarski@uwr.edu.pl | |
| dc.contributor.authorEmail | magdalena.skolimowska-kulig@uwr.edu.pl | |
| dc.identifier.doi | 10.18778/0208-6018.338.08 | |
| dc.relation.volume | 5 | en_GB |
| dc.subject.jel | C13 | |
| dc.subject.jel | C18 | |
