Probabilistic Index Models

View Researcher's Other Codes

Disclaimer: The provided code links for this paper are external links. Science Nest has no responsibility for the accuracy, legality or content of these links. Also, by downloading this code(s), you agree to comply with the terms of use as set out by the author(s) of the code(s).

Authors Olivier Thas, Jan De Neve, Lieven Clement, JeanPierre Ottoy
Journal/Conference Name JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY
Paper Category
Paper Abstract Summary. We present a semiparametric statistical model for the probabilistic index which can be defined as P. Y Y A /, where Y and Y A are independent random response variables associated with covariate patterns X and X A respectively. A link function defines the relationship between the probabilistic index and a linear predictor. Asymptotic normality of the estimators and consistency of the covariance matrix estimator are established through semiparametric theory. The model is illustrated with several examples, and the estimation theory is validated in a simulation study.
Date of publication 2012
Code Programming Language R
Comment

Copyright Researcher 2021