Local Empirical Likelihood Diagnosis of Varying Coefficient Density-Ratio Models Based on Case-Control Data
نویسندگان
چکیده
منابع مشابه
Imputed Empirical Likelihood for Varying Coefficient Models with Missing Covariates
The empirical likelihood-based inference for varying coefficient models with missing covariates is investigated. An imputed empirical likelihood ratio function for the coefficient functions is proposed, and it is shown that iis limiting distribution is standard chi-squared. Then the corresponding confidence intervals for the regression coefficients are constructed. Some simulations show that th...
متن کاملEmpirical likelihood for single-index varying-coefficient models
In this paper, we develop statistical inference techniques for the unknown coefficient functions and singleindex parameters in single-index varying-coefficient models. We first estimate the nonparametric component via the local linear fitting, then construct an estimated empirical likelihood ratio function and hence obtain a maximum empirical likelihood estimator for the parametric component. O...
متن کاملOn Empirical Likelihood in Semiparametric Two- Sample Density Ratio Models
We consider estimation and test problems for some semiparametric two-sample density ratio models. The profile empirical likelihood (EL) poses an irregularity problem under the null hypothesis that the laws of the two samples are equal. We show that a “dual” form of the profile EL is well defined even under the null hypothesis. A statistical test, based on the dual form of the EL ratio statistic...
متن کاملGeneralized Likelihood Ratio Tests for Varying-Coefficient Models with Censored Data
In this paper, we extend the generalized likelihood ratio test to the varying-coefficient models with censored data. We investigate the asymptotic behavior of the proposed test and demonstrate that its limiting null distribution follows a 2 distribution, with the scale constant and the number of degree of freedom being independent of nuisance parameters or functions, which is called the wilks...
متن کاملA Simple Density-Based Empirical Likelihood Ratio Test for Independence.
We develop a novel nonparametric likelihood ratio test for independence between two random variables using a technique that is free of the common constraints of defining a given set of specific dependence structures. Our methodology revolves around an exact density-based empirical likelihood ratio test statistic that approximates in a distribution-free fashion the corresponding most powerful pa...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Open Journal of Statistics
سال: 2014
ISSN: 2161-718X,2161-7198
DOI: 10.4236/ojs.2014.49070