Meta-heuristic algorithms for parameter estimation of semi-parametric linear regression models

摘要

Consider the semi-parametric linear regression model Y=β′X+ε, where ε has an unknown distribution F0. The semi-parametric MLE of β under this set-up is called the generalized semi-parametric MLE(GSMLE). Although the GSML estimation of the linear regression model is statistically appealing, it has never been attempted due to difficulties with obtaining the GSML estimates of β and F until recent work on linear regression for complete data and for right-censored data by Yu and Wong [2003a. Asymptotic properties of the generalized semi-parametric MLE in linear regression. Statistica Sinica 13, 311–326; 2003b. Semi-parametric MLE in simple linear regression analysis with interval-censored data.