gldrm

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Generalized Linear Density Ratio Models

Michael Wurm, Paul J. Rathouz

Last update: 24 January 2024

Copyright license: MIT license, File License

Software version identifier: 1.5, 1.1, 1.4, 1.6

Description

Fits a generalized linear density ratio model (GLDRM). A GLDRM is a semiparametric generalized linear model. In contrast to a GLM, which assumes a particular exponential family distribution, the GLDRM uses a semiparametric likelihood to estimate the reference distribution. The reference distribution may be any discrete, continuous, or mixed exponential family distribution. The model parameters, which include both the regression coefficients and the cdf of the unspecified reference distribution, are estimated by maximizing a semiparametric likelihood. Regression coefficients are estimated with no loss of efficiency, i.e. the asymptotic variance is the same as if the true exponential family distribution were known. Huang (2014) <doi:10.1080/01621459.2013.824892>. Huang and Rathouz (2012) <doi:10.1093/biomet/asr075>. Rathouz and Gao (2008) <doi:10.1093/biostatistics/kxn030>.

Cites work

• Joint Estimation of the Mean and Error Distribution in Generalized Linear Models
• Proportional likelihood ratio models for mean regression
• Generalized linear models with unspecified reference distribution

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