Semiparametric association models: estimation and asymptotic inference:
Gespeichert in:
1. Verfasser: | |
---|---|
Format: | Buch |
Sprache: | English |
Veröffentlicht: |
Bremen
Fachbereich Mathematik u. Informatik, Univ. Bremen
2006
|
Schriftenreihe: | Mathematik-Arbeitspapiere
60: A, Mathematische Forschungspapiere |
Schlagworte: | |
Online-Zugang: | Inhaltsverzeichnis |
Beschreibung: | 38 S. |
Internformat
MARC
LEADER | 00000nam a2200000 cb4500 | ||
---|---|---|---|
001 | BV022260284 | ||
003 | DE-604 | ||
005 | 20150309 | ||
007 | t | ||
008 | 070207s2006 |||| 00||| eng d | ||
035 | |a (OCoLC)255707688 | ||
035 | |a (DE-599)BVBBV022260284 | ||
040 | |a DE-604 |b ger |e rakwb | ||
041 | 0 | |a eng | |
049 | |a DE-N2 |a DE-703 |a DE-355 |a DE-188 |a DE-83 | ||
084 | |a QH 233 |0 (DE-625)141548: |2 rvk | ||
084 | |a SI 169 |0 (DE-625)143086: |2 rvk | ||
100 | 1 | |a Osius, Gerhard |e Verfasser |4 aut | |
245 | 1 | 0 | |a Semiparametric association models: estimation and asymptotic inference |c Gerhard Osius |
264 | 1 | |a Bremen |b Fachbereich Mathematik u. Informatik, Univ. Bremen |c 2006 | |
300 | |a 38 S. | ||
336 | |b txt |2 rdacontent | ||
337 | |b n |2 rdamedia | ||
338 | |b nc |2 rdacarrier | ||
490 | 1 | |a Mathematik-Arbeitspapiere |v 60: A, Mathematische Forschungspapiere | |
650 | 0 | 7 | |a Statistische Schlussweise |0 (DE-588)4182963-3 |2 gnd |9 rswk-swf |
650 | 0 | 7 | |a Semiparametrisches Modell |0 (DE-588)4232479-8 |2 gnd |9 rswk-swf |
689 | 0 | 0 | |a Semiparametrisches Modell |0 (DE-588)4232479-8 |D s |
689 | 0 | 1 | |a Statistische Schlussweise |0 (DE-588)4182963-3 |D s |
689 | 0 | |5 DE-604 | |
830 | 0 | |a Mathematik-Arbeitspapiere |v 60: A, Mathematische Forschungspapiere |w (DE-604)BV000895476 |9 60 | |
856 | 4 | 2 | |m HEBIS Datenaustausch Darmstadt |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015470936&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
999 | |a oai:aleph.bib-bvb.de:BVB01-015470936 |
Datensatz im Suchindex
_version_ | 1804136260152852480 |
---|---|
adam_text | SEMIPARAMETRIC ASSOCIATION MODELS: ESTIMATION AND ASYMPTOTIC INFERENCE
GERHARD OSIUS INSTITUT FUR STATISTIK, FACHBEREICH 3, UNIVERSITDT BREMEN
BIBLIOTHEKSSTRASSE, 28359 BREMEN, GERMANY E-MAIL: OSIUS@
MATH.UNI-BREMEN.DE 1. INTRODUCTION AND OUTLINE 2. THE ODDS RATIO
FUNCTION 3. ASSOCIATION MODELS 4. ESTIMATION 4.1 UNCONDITIONAL SAMPLING
4.2 CONDITIONAL SAMPLING 4.3 LOG-BILINEAR ASSOCIATION 5. CONDITIONAL
LIKELIHOOD 6. ASYMPTOTICS AND CONSISTENCY 7. ASYMPTOTIC NORMALITY 8.
DISCUSSION REFERENCES APPENDIX: PROOFS ABSTRACT THE ASSOCIATION BETWEEN
A PAIR OF RANDOM ELEMENTS X AND Y (E.G. VECTORS) IS COMPLETELY
DETERMINED BY AN ODDS RATIO FUNCTION, WHICH CAN BE SPECIFIED UP TO AN
UNKNOWN PARAMETER VECTOR 6 (CF. OSIUS 2000, 2004). USING RESULTS ON
/-PROJECTIONS WE FIRST SHOW - UNDER WEAKER CONDITIONS THAN BEFORE - THAT
A PARAMETRIC ODDS RATIO MODEL IS SEMIPARAMETRIC IN THE SENSE, THAT IT
DOES NOT RESTRICT THE MARGINAL DISTRIBUTIONS OF X AND Y. INFERENCE FOR
THE ODDS RATIO PARAMETER 0 MAY BE OBTAINED FROM SAMPLING EITHER Y
CONDITIONAL ON X OR VICE VERSA. GENERALIZING RESULTS FROM PRENTICE AND
PYKE (1979) AND WEINBERG AND WACHOLDER (1993), WE SHOW THAT FOR SAMPLES
OF X CONDITIONAL ON Y THE ASYMPTOTIC INFERENCE FOR 0 MAY BE OBTAINED AS
IF Y HAD BEEN SAMPLED CONDITIONAL ON X - INCLUDING THE CONSISTENCY AND
ASYMPTOTIC NORMALITY OF THE ESTIMATE. COMMON REGRESSION MODELS - E.G.
GENERALIZED LINEAR MODELS WITH CANONICAL LINK OR MULTIVARIATE LINEAR
RESP. LOGISTIC REGRESSION MODELS - ARE RECOGNIZED AS ODDS RATIO MODELS
WHERE THE REGRESSION PARAMETER F$ IS CLOSELY RELATED (OR EVEN IDENTICAL)
TO THE ODDS RATIO PARAMETER 0. FOR THESE MODELS OUR RESULTS PROVIDES AN
ALTERNATIVE WAY OF SAMPLING (X CONDITIONAL ON Y) IN ORDER TO OBTAIN
ASYMPTOTIC INFERENCE FOR THE REGRESSION PARAMETER FI (E.G. TESTING A
LINEAR HYPOTHESIS) USING STANDARD STATISTICAL SOFTWARE. KEYWORDS:
LOG-BILINEAR ASSOCIATION, GENERALIZED LINEAR MODEL, /-PROJECTION,
LOGISTIC REGRESSION, MULTIVARIATE LINEAR REGRESSION, ODDS RATIO,
SEMIPARAMETRIC MODEL. ULB DARMSTADT MI MINI I 16478512
|
adam_txt |
SEMIPARAMETRIC ASSOCIATION MODELS: ESTIMATION AND ASYMPTOTIC INFERENCE
GERHARD OSIUS INSTITUT FUR STATISTIK, FACHBEREICH 3, UNIVERSITDT BREMEN
BIBLIOTHEKSSTRASSE, 28359 BREMEN, GERMANY E-MAIL: OSIUS@
MATH.UNI-BREMEN.DE 1. INTRODUCTION AND OUTLINE 2. THE ODDS RATIO
FUNCTION 3. ASSOCIATION MODELS 4. ESTIMATION 4.1 UNCONDITIONAL SAMPLING
4.2 CONDITIONAL SAMPLING 4.3 LOG-BILINEAR ASSOCIATION 5. CONDITIONAL
LIKELIHOOD 6. ASYMPTOTICS AND CONSISTENCY 7. ASYMPTOTIC NORMALITY 8.
DISCUSSION REFERENCES APPENDIX: PROOFS ABSTRACT THE ASSOCIATION BETWEEN
A PAIR OF RANDOM ELEMENTS X AND Y (E.G. VECTORS) IS COMPLETELY
DETERMINED BY AN ODDS RATIO FUNCTION, WHICH CAN BE SPECIFIED UP TO AN
UNKNOWN PARAMETER VECTOR 6 (CF. OSIUS 2000, 2004). USING RESULTS ON
/-PROJECTIONS WE FIRST SHOW - UNDER WEAKER CONDITIONS THAN BEFORE - THAT
A PARAMETRIC ODDS RATIO MODEL IS SEMIPARAMETRIC IN THE SENSE, THAT IT
DOES NOT RESTRICT THE MARGINAL DISTRIBUTIONS OF X AND Y. INFERENCE FOR
THE ODDS RATIO PARAMETER 0 MAY BE OBTAINED FROM SAMPLING EITHER Y
CONDITIONAL ON X OR VICE VERSA. GENERALIZING RESULTS FROM PRENTICE AND
PYKE (1979) AND WEINBERG AND WACHOLDER (1993), WE SHOW THAT FOR SAMPLES
OF X CONDITIONAL ON Y THE ASYMPTOTIC INFERENCE FOR 0 MAY BE OBTAINED AS
IF Y HAD BEEN SAMPLED CONDITIONAL ON X - INCLUDING THE CONSISTENCY AND
ASYMPTOTIC NORMALITY OF THE ESTIMATE. COMMON REGRESSION MODELS - E.G.
GENERALIZED LINEAR MODELS WITH CANONICAL LINK OR MULTIVARIATE LINEAR
RESP. LOGISTIC REGRESSION MODELS - ARE RECOGNIZED AS ODDS RATIO MODELS
WHERE THE REGRESSION PARAMETER F$ IS CLOSELY RELATED (OR EVEN IDENTICAL)
TO THE ODDS RATIO PARAMETER 0. FOR THESE MODELS OUR RESULTS PROVIDES AN
ALTERNATIVE WAY OF SAMPLING (X CONDITIONAL ON Y) IN ORDER TO OBTAIN
ASYMPTOTIC INFERENCE FOR THE REGRESSION PARAMETER FI (E.G. TESTING A
LINEAR HYPOTHESIS) USING STANDARD STATISTICAL SOFTWARE. KEYWORDS:
LOG-BILINEAR ASSOCIATION, GENERALIZED LINEAR MODEL, /-PROJECTION,
LOGISTIC REGRESSION, MULTIVARIATE LINEAR REGRESSION, ODDS RATIO,
SEMIPARAMETRIC MODEL. ULB DARMSTADT MI MINI I 16478512 |
any_adam_object | 1 |
any_adam_object_boolean | 1 |
author | Osius, Gerhard |
author_facet | Osius, Gerhard |
author_role | aut |
author_sort | Osius, Gerhard |
author_variant | g o go |
building | Verbundindex |
bvnumber | BV022260284 |
classification_rvk | QH 233 SI 169 |
ctrlnum | (OCoLC)255707688 (DE-599)BVBBV022260284 |
discipline | Mathematik Wirtschaftswissenschaften |
discipline_str_mv | Mathematik Wirtschaftswissenschaften |
format | Book |
fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01580nam a2200361 cb4500</leader><controlfield tag="001">BV022260284</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20150309 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">070207s2006 |||| 00||| eng d</controlfield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)255707688</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV022260284</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-N2</subfield><subfield code="a">DE-703</subfield><subfield code="a">DE-355</subfield><subfield code="a">DE-188</subfield><subfield code="a">DE-83</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QH 233</subfield><subfield code="0">(DE-625)141548:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SI 169</subfield><subfield code="0">(DE-625)143086:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Osius, Gerhard</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Semiparametric association models: estimation and asymptotic inference</subfield><subfield code="c">Gerhard Osius</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Bremen</subfield><subfield code="b">Fachbereich Mathematik u. Informatik, Univ. Bremen</subfield><subfield code="c">2006</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">38 S.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">Mathematik-Arbeitspapiere</subfield><subfield code="v">60: A, Mathematische Forschungspapiere</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Statistische Schlussweise</subfield><subfield code="0">(DE-588)4182963-3</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Semiparametrisches Modell</subfield><subfield code="0">(DE-588)4232479-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Semiparametrisches Modell</subfield><subfield code="0">(DE-588)4232479-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Statistische Schlussweise</subfield><subfield code="0">(DE-588)4182963-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">Mathematik-Arbeitspapiere</subfield><subfield code="v">60: A, Mathematische Forschungspapiere</subfield><subfield code="w">(DE-604)BV000895476</subfield><subfield code="9">60</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">HEBIS Datenaustausch Darmstadt</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015470936&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-015470936</subfield></datafield></record></collection> |
id | DE-604.BV022260284 |
illustrated | Not Illustrated |
index_date | 2024-07-02T16:42:35Z |
indexdate | 2024-07-09T20:53:34Z |
institution | BVB |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-015470936 |
oclc_num | 255707688 |
open_access_boolean | |
owner | DE-N2 DE-703 DE-355 DE-BY-UBR DE-188 DE-83 |
owner_facet | DE-N2 DE-703 DE-355 DE-BY-UBR DE-188 DE-83 |
physical | 38 S. |
publishDate | 2006 |
publishDateSearch | 2006 |
publishDateSort | 2006 |
publisher | Fachbereich Mathematik u. Informatik, Univ. Bremen |
record_format | marc |
series | Mathematik-Arbeitspapiere |
series2 | Mathematik-Arbeitspapiere |
spelling | Osius, Gerhard Verfasser aut Semiparametric association models: estimation and asymptotic inference Gerhard Osius Bremen Fachbereich Mathematik u. Informatik, Univ. Bremen 2006 38 S. txt rdacontent n rdamedia nc rdacarrier Mathematik-Arbeitspapiere 60: A, Mathematische Forschungspapiere Statistische Schlussweise (DE-588)4182963-3 gnd rswk-swf Semiparametrisches Modell (DE-588)4232479-8 gnd rswk-swf Semiparametrisches Modell (DE-588)4232479-8 s Statistische Schlussweise (DE-588)4182963-3 s DE-604 Mathematik-Arbeitspapiere 60: A, Mathematische Forschungspapiere (DE-604)BV000895476 60 HEBIS Datenaustausch Darmstadt application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015470936&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
spellingShingle | Osius, Gerhard Semiparametric association models: estimation and asymptotic inference Mathematik-Arbeitspapiere Statistische Schlussweise (DE-588)4182963-3 gnd Semiparametrisches Modell (DE-588)4232479-8 gnd |
subject_GND | (DE-588)4182963-3 (DE-588)4232479-8 |
title | Semiparametric association models: estimation and asymptotic inference |
title_auth | Semiparametric association models: estimation and asymptotic inference |
title_exact_search | Semiparametric association models: estimation and asymptotic inference |
title_exact_search_txtP | Semiparametric association models: estimation and asymptotic inference |
title_full | Semiparametric association models: estimation and asymptotic inference Gerhard Osius |
title_fullStr | Semiparametric association models: estimation and asymptotic inference Gerhard Osius |
title_full_unstemmed | Semiparametric association models: estimation and asymptotic inference Gerhard Osius |
title_short | Semiparametric association models: estimation and asymptotic inference |
title_sort | semiparametric association models estimation and asymptotic inference |
topic | Statistische Schlussweise (DE-588)4182963-3 gnd Semiparametrisches Modell (DE-588)4232479-8 gnd |
topic_facet | Statistische Schlussweise Semiparametrisches Modell |
url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015470936&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
volume_link | (DE-604)BV000895476 |
work_keys_str_mv | AT osiusgerhard semiparametricassociationmodelsestimationandasymptoticinference |