✦ LIBER ✦
Small Sample Properties of the Likelihood Estimator in Proportional Hazard Regression Models with Omitted Variables
✍ Scribed by Dr. K. Brännäs; J. Pohjanpalo
- Publisher
- John Wiley and Sons
- Year
- 1986
- Tongue
- English
- Weight
- 418 KB
- Volume
- 28
- Category
- Article
- ISSN
- 0323-3847
No coin nor oath required. For personal study only.
✦ Synopsis
The paper deeh with the effects of incorrectly omitted regreesor variables in a parametric proportional hazard regremion model. By studying condition8 for equality between the eetirnetorn of oorrect end incorrect models i t is demonstrated analytically that euoh canes are not to be expected in practisa. A small sample Monte Carlo experiment indicates severe negative effects on the retained parameters both in term8 of bias and mean square error.