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Aalen's Linear Model for Sampled Risk Set Data: A Large Sample Study

โœ Scribed by Jian Zhang; Ornulf Borgan


Book ID
110277698
Publisher
Springer
Year
1999
Tongue
English
Weight
113 KB
Volume
5
Category
Article
ISSN
1380-7870

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The ordinary least-squares-based estimator of the disturbance variance is shown to be asymptotically unbiased and weakly consistent irrespective of restrictions on the nonstochastic regressor matrix, when a regression model uses the data collected by a two-stage sampling.