Using logistic regression for semiparametric comparison of population means and variances |
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Authors: | Shuwen Wan Binrong Xu Biao Zhang |
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Institution: | 1. Department of Applied Mathematics, Nanjing University of Finance &2. Economics, Nanjing, Chinawanshuwen@aliyun.com;4. Economics, Nanjing, China;5. Department of Mathematics and Statistics, University of Toledo, Toledo, OH, USA |
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Abstract: | AbstractWe propose to compare population means and variances under a semiparametric density ratio model. The proposed method is easy to implement by employing logistic regression procedures in many statistical software, and it often works very well when data are not normal. In this paper, we construct semiparametric estimators of the differences of two population means and variances, and derive their asymptotic distributions. We prove that the proposed semiparametric estimators are asymptotically more efficient than the corresponding non parametric ones. In addition, a simulation study and the analysis of two real data sets are presented. Finally, a short discussion is provided. |
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Keywords: | Density ratio model Empirical likelihood Logistic regression Semiparametric statistics Two-sample t test Two-sample F test |
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