Exercises for Mon Nov 19

Thanks for your valiant efforts with the Oblig! On Mon Nov 19 I will go trough these two exercises. Also, do Exam 2016 #3, plus one more exercise -- which I haven't had time to attempt myself yet, but I hope it's doable. Visit our friends the n = 238 Australian drug users, once again, and make a Chapter 10 type model for the length of time an individual spends in a clinic, factoring in the covariate x = methadone use. Your model should take the time t_i to be the crossing-time for level zero for a process of the form X_i(t) = c_i - \mu t + W_i(t), with Brownian motions W_i, with the same \mu for all, but with c_i = c_0\exp(\beta x_i). Program the log-likelihood function, find ML estimators for c_0, \beta, \mu.

I will otherwise round of the curriculum parts of Ch 10.