کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
5097038 | 1376566 | 2009 | 17 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Semiparametric binary regression models under shape constraints with an application to Indian schooling data
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موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آمار و احتمال
پیش نمایش صفحه اول مقاله
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چکیده انگلیسی
We consider estimation of the regression function in a semiparametric binary regression model defined through an appropriate link function (with emphasis on the logistic link) using likelihood-ratio based inversion. The dichotomous response variable Î is influenced by a set of covariates that can be partitioned as (X,Z) where Z (real valued) is the covariate of primary interest and X (vector valued) denotes a set of control variables. For any fixed X, the conditional probability of the event of interest (Î=1) is assumed to be a non-decreasing function of Z. The effect of the control variables is captured by a regression parameter β. We show that the baseline conditional probability function (corresponding to X=0) can be estimated by isotonic regression procedures and develop a likelihood ratio based method for constructing asymptotic confidence intervals for the conditional probability function (the regression function) that avoids the need to estimate nuisance parameters. Interestingly enough, the calibration of the likelihood ratio based confidence sets for the regression function no longer involves the usual Ï2 quantiles, but those of the distribution of a new random variable that can be characterized as a functional of convex minorants of Brownian motion with quadratic drift. Confidence sets for the regression parameter β can however be constructed using asymptotically Ï2 likelihood ratio statistics. The finite sample performance of the methods are assessed via a simulation study. The techniques of the paper are applied to data sets on primary school attendance among children belonging to different socio-economic groups in rural India.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Econometrics - Volume 149, Issue 2, April 2009, Pages 101-117
Journal: Journal of Econometrics - Volume 149, Issue 2, April 2009, Pages 101-117
نویسندگان
Moulinath Banerjee, Debasri Mukherjee, Santosh Mishra,