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DE-BIASING WEIGHTED MLE VIA INDIRECT INFERENCE：THE CASE OF GENERALIZED LINEAR LATENT VARIABLE MODELS
factor analysis latent variables M-estimators
2009/2/25
In this paper we study bias-corrections to the weighted MLE (Dupuis and Morgen-
thaler, 2002), a robust estimator simply defined through a weighted score function.
Indeed, although the WMLE is relat...
Indirect inference for survival data
Estimating equations frailty hazard rate regression indirect inference measurement error naive estimators overdispersion quasi-likelihood random effects robustness
2009/2/23
In this paper we describe the so-called “indirect” method of inference, originally developed from the econometric literature, and apply it to survival analyses of two data sets with repeated events.Th...