A covariance components estimation procedure when modelling a road safety measure in terms of linear constraints

This paper deals with the asymptotic estimation of the covariance between the average effect of a road safety measure and the accident risks when the multidimensional parameter of interest is constrained. The explicit asymptotic covariance is achieved through Schur complements technical method. This...

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Bibliographic Details
Published inStatistics (Berlin, DDR) Vol. 39; no. 4; pp. 303 - 314
Main Authors N'guessan, Assi, Langrand, Claude
Format Journal Article
LanguageEnglish
Published Taylor & Francis 01.08.2005
Subjects
Accident data
Asymptotic covariance matrix
Constrained maximum likelihood
Fisher information matrix
Formal estimation
Multinomial model
Road safety measure
Schur complements
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ISSN0233-1888
1029-4910
DOI10.1080/02331880500108544

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Summary:This paper deals with the asymptotic estimation of the covariance between the average effect of a road safety measure and the accident risks when the multidimensional parameter of interest is constrained. The explicit asymptotic covariance is achieved through Schur complements technical method. This approach also provides a powerful tool to formally compute the explicit covariance between two different accident risks whatever the experimental sites. The easiness of the obtention of the asymptotic covariances without matrix inversion is an attractive aspect of this new approach. Some examples of formal estimation are discussed to back up the method.
ISSN:0233-1888
1029-4910
DOI:10.1080/02331880500108544