Rank regression
From MaRDI portal
An estimation procedure for (b,g) is developed for the transformation model \(g(Y)=bz+error\), where g is an unspecified strictly increasing function. The estimator for b can be viewed as a hybrid between an M- estimator and an R-estimator. It differs from an M-estimator in that the dependent variable is replaced by a score based on ranks and from an R- estimator in that the ranks of dependent variable itself are used, not the ranks of the residuals. This provides robustness against the scale on which the variables are thought to be linearly related, as opposed to robustness against misspecification of the error distribution. Existence, uniqueness, consistency and asymptotic normality are studied.
Recommendations
- Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
- Rank Estimation of Transformation Models
- Rank estimation of a transformation model with observed truncation
- On the consistency of rank transformed regression
- R-estimation of the parameters of a multiple regression model with measurement errors
Cited in
(48)- Bayesian analysis of generalized odds-rate hazards models for survival data
- Ranking as parameter estimation
- Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
- A rank estimator in the two-sample transformation model with randomly censored data
- The estimate of the rank for regression coefficient matrix in a median regression model
- On average derivative quantile regression
- Semiparametric transformation models and the missing information principle
- A Bayesian semiparametric transformation model incorporating frailties
- The variance of a rank estimator of transformation models
- Semiparametric proportional odds models for spatially correlated survival data
- Partial rank estimation of duration models with general forms of censoring
- Efficient Rank Regression with Wavelet Estimated Scores
- A Semiparametric Estimate of Treatment Effects with Censored Data
- Modeling multivariate survival data by a semiparametric random effects proportional odds model
- Applied regression analysis bibliography update 1988-89
- General partially linear varying-coefficient transformation models for ranking data
- Simpson's paradox in survival models
- A note on least squares sensitivity in single-index model estimation and the benefits of response transformations
- Empirical Likelihood Based Rank Regression Inference
- Rank regression with log gamma residuals
- scientific article; zbMATH DE number 4072145 (Why is no real title available?)
- Partial marginal likelihood estimation for general transformation models
- scientific article; zbMATH DE number 64540 (Why is no real title available?)
- Rank transformations when oovariables are measured with error or mismodelled
- R-estimation of the parameters of a multiple regression model with measurement errors
- Exploring the varying covariate effects in proportional odds models with censored data
- On the consistency of rank transformed regression
- Estimation From Transformed Data Under the Linear Regression Model
- General partially linear varying-coefficient transformation model with right censored data
- Rank estimation of a transformation model with observed truncation
- Statistical inference on transformation models: a self-induced smoothing approach
- Estimation of mortalities
- A Unified Approach to Semiparametric Transformation Models Under General Biased Sampling Schemes
- Linear transformation models for interval-censored data
- Estimation of regression coefficients in multivariate rank-order models
- Rank-based estimation for Arnold-transformed data
- Rank regression under possible model misspecification
- Local Linear Regression in Proportional Hazards Model with Censored Data
- An investigation of the rank transformation in multiple regression.
- Semiparametric Estimation of Probabilistic Index Models: Efficiency and Bias
- Overview of robust variable selection methods for high-dimensional linear regression model
- Estimation of non-smooth non-parametric estimating equations models with dependent data
- Proportional odds frailty model and stochastic comparisons
- A new threshold regression model for survival data with a cure fraction
- Monte Carlo computation of the mean of a function with convex support
- Semiparametric analysis based on weighted estimating equations for transformation models with missing covariates
- A baseline-free procedure for transformation models under interval censorship
- Information bounds and efficient estimation in a class of censored transformation models
This page was built for publication: Rank regression
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1107924)
