Local Empirical Likelihood Inference for Varying-Coefficient Density-Ratio Models Based on Case-Control Data

doi:10.1080/01621459.2013.858629

CORC > 上海财经大学 > 上海财经大学

	Local Empirical Likelihood Inference for Varying-Coefficient Density-Ratio Models Based on Case-Control Data
	Liu, Xu 1; Jiang, Hongmei 1; Zhou, Yong 2,3
刊名	JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
	2014-06
卷号	109 期号:506 页码:635-646
关键词	Local linear Logistic regression SELR statistic Semiparametric model Two-sample model
ISSN号	0162-1459
DOI	10.1080/01621459.2013.858629
英文摘要	In this article, we develop a varying-coefficient density-ratio model for case-control studies. The case and control samples come from two different distributions. Under the model assumption, the ratio of the two densities is related to the linear combination of covariates with varying coefficients through a known function. A special case is the exponential tilt model where the log ratio of the two densities is a linear function of covariates. We propose a local empirical likelihood (EL) approach to estimate the nonparametric coefficient functions. Under some regularity assumptions, the proposed estimators are shown to be consistent and asymptotically normally distributed. The sieve empirical likelihood ratio (SELR) test statistic for detecting whether the varying-coefficients are really constant and other related hypotheses is constructed and it follows approximately a chi-squared distribution. We introduce a modified bootstrap procedure to estimate the null distribution of the SELR when sample size is small. We also examine the performance of proposed method for finite sample sizes through simulation studies and illustrate it with a real dataset. Supplementary materials for this article are available online.
WOS研究方向	Mathematics
语种	英语
出版者	AMER STATISTICAL ASSOC
WOS记录号	WOS:000338236000016
内容类型	期刊论文
源URL	[http://10.2.47.112/handle/2XS4QKH4/1746]
专题	上海财经大学
通讯作者	Liu, Xu
作者单位	1.Northwestern Univ, Dept Stat, Evanston, IL 60208 USA; 2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China; 3.Shanghai Univ Finance & Econ, Dept Stat, Shanghai 200433, Peoples R China
推荐引用方式 GB/T 7714	Liu, Xu,Jiang, Hongmei,Zhou, Yong. Local Empirical Likelihood Inference for Varying-Coefficient Density-Ratio Models Based on Case-Control Data[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,2014,109(506):635-646.
APA	Liu, Xu,Jiang, Hongmei,&Zhou, Yong.(2014).Local Empirical Likelihood Inference for Varying-Coefficient Density-Ratio Models Based on Case-Control Data.JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,109(506),635-646.
MLA	Liu, Xu,et al."Local Empirical Likelihood Inference for Varying-Coefficient Density-Ratio Models Based on Case-Control Data".JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION 109.506(2014):635-646.