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91.
《Journal of the Korean Statistical Society》2014,43(1):11-17
In this paper we discuss semiparametric additive isotonic regression models. We discuss the efficiency bound of the model and the least squares estimator under this model. We show that the ordinary least square estimator studied by Huang (2002) and Cheng (2009) for the semiparametric isotonic regression achieves the efficiency bound for the regular estimator when the true parameter belongs to the interior of the parameter space. We also show that the result by Cheng (2009) can be generalized to the case that the covariates are dependent on each other. 相似文献
92.
In this paper, we propose a new full iteration estimation method for quantile regression (QR) of the single-index model (SIM). The asymptotic properties of the proposed estimator are derived. Furthermore, we propose a variable selection procedure for the QR of SIM by combining the estimation method with the adaptive LASSO penalized method to get sparse estimation of the index parameter. The oracle properties of the variable selection method are established. Simulations with various non-normal errors are conducted to demonstrate the finite sample performance of the estimation method and the variable selection procedure. Furthermore, we illustrate the proposed method by analyzing a real data set. 相似文献
93.
Varying-coefficient models are very useful for longitudinal data analysis. In this paper, we focus on varying-coefficient models for longitudinal data. We develop a new estimation procedure using Cholesky decomposition and profile least squares techniques. Asymptotic normality for the proposed estimators of varying-coefficient functions has been established. Monte Carlo simulation studies show excellent finite-sample performance. We illustrate our methods with a real data example. 相似文献
94.
Guoping Zeng 《统计学通讯:理论与方法》2017,46(22):11194-11203
The problems of existence and uniqueness of maximum likelihood estimates for logistic regression were completely solved by Silvapulle in 1981 and Albert and Anderson in 1984. In this paper, we extend the well-known results by Silvapulle and by Albert and Anderson to weighted logistic regression. We analytically prove the equivalence between the overlap condition used by Albert and Anderson and that used by Silvapulle. We show that the maximum likelihood estimate of weighted logistic regression does not exist if there is a complete separation or a quasicomplete separation of the data points, and exists and is unique if there is an overlap of data points. Our proofs and results for weighted logistic apply to unweighted logistic regression. 相似文献
95.
The first-order product autoregressive (PAR(1)) model introduced by McKenzie in 1982 did not attract the attention of practitioners due to the unavailability of a proper estimation method. This article proposes an estimating function (EF) method to fill the gap. In particular, we suggest an optimal combination of linear and quadratic EFs to overcome the problem of parameter identification. The procedure is applied to Weibull and Gamma PAR(1) models. Simulation and data analysis show that the proposed method performs better than the existing methods. 相似文献
96.
97.
Ji-Ji Xing 《统计学通讯:理论与方法》2017,46(9):4545-4555
In this paper, we adopt the Bayesian approach to expectile regression employing a likelihood function that is based on an asymmetric normal distribution. We demonstrate that improper uniform priors for the unknown model parameters yield a proper joint posterior. Three simulated data sets were generated to evaluate the proposed method which show that Bayesian expectile regression performs well and has different characteristics comparing with Bayesian quantile regression. We also apply this approach into two real data analysis. 相似文献
98.
We consider a partially piecewise regression in which the main regression coefficients are constant in all subdomains, but the extraessential regression function is variable in different pieces and is difficult to be estimated. Under this situation, two new regression methodologies are proposed under the criteria of mini-max-risk and mini-mean-risk. The resulting models can describe the regression relations in maximum-risk and mean-risk environments, respectively. A two-stage estimation procedure, together with a composite method, is introduced. The asymptotic normality of the estimators is established, the standard convergence rate and efficiency are achieved. Some unusual features of the new estimators and predictions, and the related variable selection are discussed for a comprehensive comparison. Simulation studies and a real-financial example are given to illustrate the new methodologies. 相似文献
99.
《Journal of Statistical Computation and Simulation》2012,82(7):1596-1607
There is currently much discussion about lasso-type regularized regression which is a useful tool for simultaneous estimation and variable selection. Although the lasso-type regularization has several advantages in regression modelling, owing to its sparsity, it suffers from outliers because of using penalized least-squares methods. To overcome this issue, we propose a robust lasso-type estimation procedure that uses the robust criteria as the loss function, imposing L1-type penalty called the elastic net. We also introduce to use the efficient bootstrap information criteria for choosing optimal regularization parameters and a constant in outlier detection. Simulation studies and real data analysis are given to examine the efficiency of the proposed robust sparse regression modelling. We observe that our modelling strategy performs well in the presence of outliers. 相似文献
100.
Michael R. Crager 《Journal of applied statistics》2012,39(2):399-417
The standardized hazard ratio for univariate proportional hazards regression is generalized as a scalar to multivariate proportional hazards regression. Estimators of the standardized log hazard ratio are developed, with corrections for bias and for regression to the mean in high-dimensional analyses. Tests of point and interval null hypotheses and confidence intervals are constructed. Cohort sampling study designs, commonly used in prospective–retrospective clinical genomic studies, are accommodated. 相似文献