Statistics Seminar - Yuichi Hirose - Victoria University of Wellington

A seminar by Dr Yuichi Hirose from the Victoria University of Wellington

Title: Weak differentiability applied to the profile likelihood estimation in a joint model of longitudinal and survival data.

Abstract: There is a difficulty in finding an estimate of variance of the profile likelihood estimator in the joint model of longitudinal and survival data. We solve the difficulty by applying the weak differentiation to the implicit function in the profile likelihood estimation. The derivative is used to show the asymptotic normality of the profile likelihood estimator without assuming the second derivative of the profile likelihood exists.

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