| Cox模型中参数满足线性不等式约束的似然估计 |
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| 引用本文： | 许林.Cox模型中参数满足线性不等式约束的似然估计[J].长春大学学报,2007,17(10M):9-12. |
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| 作者姓名： | 许林 |
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| 作者单位： | 长春大学理学院,吉林长春130022 |
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| 摘 要： | 研究了Cox比例风险模型中协变量部分缺失且参数满足线性不等式约束下的极大似然估计问题。在实际问题中，特别是对生存分析的研究中，数据经常会出现删失、截断、缺失的情况。本文利用EM算法和约束下优化算法得到的数据部分缺失且参数满足线性不等式下的极大似然估计。
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| 关 键 词： | Cox比例风险模型 EM算法 极大似然估计 |
| 文章编号： | 1009-3907（2007）05-0009-04 |
| 收稿时间： | 2006-07-12 |
| 修稿时间： | 2006-07-12 |
Maximum likelihood estimation under linear inequality restrictions in Cox proportional hazards model with missing covariates |
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| XU Lin.Maximum likelihood estimation under linear inequality restrictions in Cox proportional hazards model with missing covariates[J].Journal of Changchun University,2007,17(10M):9-12. |
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| Authors: | XU Lin |
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| Institution: | College of Applied Science, Changchun University, Changchun 130022, China |
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| Abstract: | This paper discusses maximum likelihood estimation in Cox proportional hazards model under linear inequality restrictions with missing covariates. In practice, censored data, truncted data and mising data are ofter encountered with. This paper uses EM algorithm and constrained optimation algorithm to obtain the maximum likelihood estimates under linear inequality restrictions with missing data. |
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| Keywords: | Cox proportional hazards model EM algorithm maximum likdihood estimation |
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