Asymptotic inference for semiparametric association models

DOI10.1214/07-AOS572MaRDI QIDQ1002168zbMATH OpenOpenAlexFDO

Authors Gerhard Osius

Publication date 25 February 2009

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0903.0702, https://projecteuclid.org/euclid.aos/1232115942

zbMATH Keywords

logistic regressionsemiparametric modelodds ratiomultivariate linear regression\(I\)-projectionlog-bilinear association

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Asymptotic distribution theory in statistics (62E20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Estimation in multivariate analysis (62H12) Generalized linear models (logistic models) (62J12)

Abstract: Association models for a pair of random elements $X$ and $Y$ (e.g., vectors) are considered which specify the odds ratio function up to an unknown parameter $$. These models are shown to be semiparametric in the sense that they do not restrict the marginal distributions of $X$ and $Y$. Inference for the odds ratio parameter $$ may be obtained from sampling either $Y$ conditionally on $X$ or vice versa. Generalizing results from Prentice and Pyke, Weinberg and Wacholder and Scott and Wild, we show that asymptotic inference for $$ under sampling conditional on $Y$ is the same as if sampling had been conditional on $X$. Common regression models, for example, generalized linear models with canonical link or multivariate linear, respectively, logistic models, are association models where the regression parameter $$ is closely related to the odds ratio parameter $$. Hence inference for $$ may be drawn from samples conditional on $Y$ using an association model.

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Cited in

(3)

• A Semiparametric Odds Ratio Model for Measuring Association
• Likelihood inferences on semiparametric odds ratio model
• Dimension reduction and variable selection in case control studies via regularized likelihood optimization

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