轉換模式下之統計推論

Abstract

我們提出了一個新的估計轉換模式的程序。這個方法不僅匡正了95年Cheng et al.的方法，而且也避免了98年Fine et al.太繁雜的估計程序。而我們模擬的結果證實我們的方法真的是比較趨近於真實值。

A new estimation procedure based on transformation models is proposed. This method can handle the problem neglected by Cheng et al. (1995) and is easier to implement than the method proposed by Fine et al. (1998). Simulation analysis shows that our method has nice finite-sample performance.