simultaneouscoverage

Simulate exponential event times with expecation 1. Simulate censoring times with expectation 2. Calculate confidence intervals and check simultaneous coverage.

Proportional hazards estimation in the presence of a partially monotone likelihood has difficulties, in that finite estimators do not exist.  These difficulties are related to those arising from logistic and multinomial regression.  References for methods are given in the separate function documents.  Supported by grant NSF DMS 1712839.

John E Kolassa

PHInfiniteEstimates

Tools for Inference in the Presence of a Monotone Likelihood

simultaneouscoverage function

<dl><dt>nsamp</dt>
<dd>Number of Monte Carlo samples.</dd>
<dt>nobs</dt>
<dd>Number of observations per sample.</dd></dl>

Arguments

Calculate simultaneous coverage of pointwise confidence intervals. — simultaneouscoverage

<dl>

<dt>nsamp</dt>
<dd>Number of Monte Carlo samples.</dd>


<dt>nobs</dt>
<dd>Number of observations per sample.</dd>

</dl>

simultaneouscoverage: Calculate simultaneous coverage of pointwise confidence intervals.

Description

Usage

Value

Arguments

Examples