May be estimated by t v ^ s ^ ^T ^ ^T ^ Sk (sZ

Is usually estimated by t v ^ s ^ ^T ^ ^T ^ Sk (sZ k ) exp PubMed ID:http://jpet.aspetjournals.org/content/152/1/104 (u)Z k k (ds, du), exactly where Sk (sZ k ) exp{ exp (u)Z k k (dx, du) and ^ T Z v. T ^ (u)Z k k. Asymptotic final results( j) ( j) Let be the correct value of below TBHQ site models and. Let sk (t, v, ) ESk (t, v, ), for j K,,, and qk (t, v, ) sk (t, v, )sk (t, v, ) (sk (t, v, )sk (t, v, )). Let n k n k. We make use of the following regularity conditions.Condition. The covariate approach Z k (t) is left continuous with bounded variation and satisfies the moment situation sup t E Z k (t) exp(M Z k (t) ), exactly where is the Euclidean norm and M T T T T is actually a positive continual such that (,,, ) (M, M) p for k K. Situation. For k K, k (t, v) is continuous on [, ] [, ], sk (t, v, ) and each and every com( j) is continuous on [, ] [, ] B, where B is definitely an neighborhood of. ponent of sk (t, v, )K kCondition. The limit n k n pk exists as n for pk for k K. The matrix pk qk (t, v, )sk (t, v, )k (t, v) dt dv is optimistic definite for B. k K, are presented inside the following theorems. ^ The asymptotic results for and ^ k (,^ THEOREM. Below situations, converges in probability to as n. ^ D THEOREM. Below conditions, n ( )N (, ^ regularly estimated by n I.) as n, where can bePH model with multivariate continuous marksTHEOREM. Under situations, the following decomposition holds uniformly in (t, v) [, ] [, ] for k K as n : n ^ k (t, v) k (t, v) t v [sk (s, u, )] k (s, u) ds du + n sk (s, u, ) t v^ n( )Mk(ds, du) + o p. n k sk (s, u, )t v ^ n( ) is asymptotically independent with the processes n n k sk (s, u, ) Mk(ds, du), k ., K, with all the latter being asymptotically independent meanzero Guassian random fields with varit v ances pk sk (s, u, ) k (s, u) ds du and with independent increments. Hypothesis testingWe propose some statistical tests for evaluating no matter if and how the vaccine efficacy is dependent upon the marks. The following null hypotheses are examined: H : ; H : ; H : and H : . The null hypothesis H indicates that the RRs usually do not rely on the marks; H implies that the marks v and v do not have interactive effects on RRs; H implies that RRs are certainly not affected by v; while H implies that RRs are not affected by v. Likelihoodbased tests for example the likelihood ratio test (LRT), Wald test, and score test are usually utilized in the parametric settings. Here we adopt these tests for model with (v) possessing the parametric structure . The tests are constructed depending on the logpartial likelihood function l given in. ^ ^ be the MPLE maximizing l. Denote H as among the null hypotheses H, H, or H. Let H Let ^ is be the estimator of beneath H, which is the maximizer of l under H. As an example, for H, ^ ^ the maximizer of l under the restriction . The LRT statistic is Tl l l( H ). ^ )T [I ]( ), where the information matrix I ^ ^ ^ ^ ^ The Wald test statistic iiven by T (w H H T H^ ^ ^ is defined in. The score test statistic iiven by Ts U ( H )I ( H ) U ( H ), where the score ^ ^ ) and information matrix I are defined in and, respectively. function U ( H Routine alysis following Serfling shows that below H, Tl, Tw, and Ts converge in distribution to a chisquare distribution with degrees of freedom equal for the quantity of parameters Notoginsenoside Fd manufacturer specified below H. The LRT rejects H if Tl p,, the upper quantile on the chisquare distribution with p degrees of freedom. The corresponding essential values for testing H, H, and H are p,, p,, and p,, respectively. Related decision rules hold for the Wald test with test statistic Tw plus the scor.Could be estimated by t v ^ s ^ ^T ^ ^T ^ Sk (sZ k ) exp PubMed ID:http://jpet.aspetjournals.org/content/152/1/104 (u)Z k k (ds, du), exactly where Sk (sZ k ) exp{ exp (u)Z k k (dx, du) and ^ T Z v. T ^ (u)Z k k. Asymptotic results( j) ( j) Let be the true value of below models and. Let sk (t, v, ) ESk (t, v, ), for j K,,, and qk (t, v, ) sk (t, v, )sk (t, v, ) (sk (t, v, )sk (t, v, )). Let n k n k. We make use of your following regularity circumstances.Condition. The covariate process Z k (t) is left continuous with bounded variation and satisfies the moment condition sup t E Z k (t) exp(M Z k (t) ), exactly where would be the Euclidean norm and M T T T T is really a positive constant such that (,,, ) (M, M) p for k K. Condition. For k K, k (t, v) is continuous on [, ] [, ], sk (t, v, ) and each com( j) is continuous on [, ] [, ] B, exactly where B is definitely an neighborhood of. ponent of sk (t, v, )K kCondition. The limit n k n pk exists as n for pk for k K. The matrix pk qk (t, v, )sk (t, v, )k (t, v) dt dv is positive definite for B. k K, are presented within the following theorems. ^ The asymptotic benefits for and ^ k (,^ THEOREM. Beneath conditions, converges in probability to as n. ^ D THEOREM. Under conditions, n ( )N (, ^ regularly estimated by n I.) as n, where can bePH model with multivariate continuous marksTHEOREM. Beneath circumstances, the following decomposition holds uniformly in (t, v) [, ] [, ] for k K as n : n ^ k (t, v) k (t, v) t v [sk (s, u, )] k (s, u) ds du + n sk (s, u, ) t v^ n( )Mk(ds, du) + o p. n k sk (s, u, )t v ^ n( ) is asymptotically independent from the processes n n k sk (s, u, ) Mk(ds, du), k ., K, using the latter being asymptotically independent meanzero Guassian random fields with varit v ances pk sk (s, u, ) k (s, u) ds du and with independent increments. Hypothesis testingWe propose some statistical tests for evaluating whether or not and how the vaccine efficacy is determined by the marks. The following null hypotheses are examined: H : ; H : ; H : and H : . The null hypothesis H indicates that the RRs do not depend on the marks; H implies that the marks v and v don’t have interactive effects on RRs; H implies that RRs are usually not affected by v; even though H implies that RRs are certainly not affected by v. Likelihoodbased tests for instance the likelihood ratio test (LRT), Wald test, and score test are typically applied in the parametric settings. Here we adopt these tests for model with (v) having the parametric structure . The tests are constructed based on the logpartial likelihood function l provided in. ^ ^ be the MPLE maximizing l. Denote H as one of many null hypotheses H, H, or H. Let H Let ^ is be the estimator of under H, which can be the maximizer of l below H. By way of example, for H, ^ ^ the maximizer of l beneath the restriction . The LRT statistic is Tl l l( H ). ^ )T [I ]( ), exactly where the info matrix I ^ ^ ^ ^ ^ The Wald test statistic iiven by T (w H H T H^ ^ ^ is defined in. The score test statistic iiven by Ts U ( H )I ( H ) U ( H ), where the score ^ ^ ) and data matrix I are defined in and, respectively. function U ( H Routine alysis following Serfling shows that below H, Tl, Tw, and Ts converge in distribution to a chisquare distribution with degrees of freedom equal for the number of parameters specified beneath H. The LRT rejects H if Tl p,, the upper quantile on the chisquare distribution with p degrees of freedom. The corresponding important values for testing H, H, and H are p,, p,, and p,, respectively. Comparable choice guidelines hold for the Wald test with test statistic Tw and the scor.

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