Density Ratio Models
Semiparametic Inference and Goodness-of-Fit Tests
Biao Zhang(Author)
Chapman and Hall/CRC (Publisher)
Will be published approx. on 6. July 2018
Book
Hardback
320 pages
978-1-4398-4104-4 (ISBN)
Description
Collecting recent research in a single volume, this book introduces a framework of semiparametric and goodness-of-fit techniques for analyzing data that can be described by density ratio models. Each method is motivated with a statistical problem and illustrated using real data examples and numerical examples where applicable. The text emphasizes likelihood-based inference, with offers a good balance between theory and practice. It covers such topics as finite mixture models, ROC curve analysis, and change-point analysis. The book provides data sets and code on a supplementary website.
More details
Series
Language
English
Publishing group
CRC Press
Target group
Researchers and graduate students in statistics biostatistics, biology, medicine, and the social sciences, especially econometrics.
Illustrations
20
20 s/w Abbildungen
20 b/w images
Dimensions
Height: 235 mm
Width: 156 mm
ISBN-13
978-1-4398-4104-4 (9781439841044)
Schweitzer Classification
Content
Introduction to Density Ratio Models
Logistic Regression Model
Logistic Compounds of Two Distributions
Logistic Compounds of Several Distributions
Examples of Density Ratio Models
Applications of Density Ratio Models
Nonparametric and Semiparametric Likelihoods
Empirical Likelihood
Biased Sampling
Multivariate Biased Sampling
Generalized Estimating Equations
Constrained Empirical Likelihood Estimation
Nonparametric and Semiparametric Goodness-of-Fit Test Methods
Chi-Square Goodness-of-Fit Test
Generalized Chi-Square Goodness-of-Fit Test
Kolmogorov-Smirnov One-Sample Test
Kolmogorov-Smirnov Two-Sample Test
Information Matrix Test
Moments Specification Test
Semiparametric Inferences under Binary Density Ratio Models
Maximum Semiparametric Likelihood Estimation
Bias-Corrected Maximum Semiparametric Likelihood Estimation
Constrained Semiparametric Likelihood Estimation
M-Estimation
Quantile Estimation
Kernel Density Estimation
Prospective and Retrospective Analyses
Wald Test, Likelihood Ratio Test, Score Test of Odds Ratio Parameters
Testing Odds Ratio Parameters Using Entropy Distance Measures
Examples
Some Proofs
Semiparametric Goodness-of-Fit Test Methods under Binary Density Ratio Models
Kolmogorov-Smirnov-Type Test Statistic
Chi-Square-Type Test Statistic
Information-Matrix-Based Test Statistic
Moments-Specification-Type Test Statistic
Examples
Some Proofs
Multinomial Density Ratio Model
Multicategory Logistic Regression Model
Maximum Semiparametric Likelihood Estimation
Weighted Kolmogorov-Smirnov-Type Test Statistic
Examples
Some Proofs
Ordinal Density Ratio Models
Proportional Odds Model
Prospective Analysis
Semiparametric Selection Bias Model
Maximum Semiparametric Likelihood Estimation
Unbiased Estimation Equations
Weighted Kolmogorov-Smirnov-Type Test Statistic
Continuation Ratio Logistic Regression Model under Case-control Sampling Design
Examples
Some Proofs
Multiplicative-Intercept Risk Models
Binary Multiplicative-Intercept Risk Model
Maximum Semiparametric Likelihood Estimation
Weighted Kolmogorov-Smirnov-Type Test Statistic
A Bootstrap Procedure
Confidence Bands
Multivariate Multiplicative-Intercept Risk Models
Examples
Some Proofs
Finite Mixture Models
Finite Mixture Density Ratio Model
Maximum Semiparametric Likelihood Estimation
Weighted Kolmogorov-Smirnov-Type Test Statistic
Empirical Likelihood Confidence Intervals for Mixture Proportion
A Semiparametric EM Algorithm
Score Test
Partial Empirical Likelihood-Based Score Test
Some Proofs
Receiver Operating Characteristic Curve Analysis under Density Ratio Models
ROC Curve and the Area under the ROC Curve
Maximum Semiparametric Likelihood Estimation
Semiparametric Hypothesis Testing for the ROC Curve Area
Semiparametric Kernel Estimation of the ROC Curve and its AUC
Comparing Two Diagnostic Tests
Best Combination of Multiple Diagnostic Tests
ROC Surfaces for Continuous Diagnostic Tests Based on Two Test Measurements
Goodness-of-Fit Test Based on AUC
Examples
Some Proofs
Analysis with Unordered Pairs under Density Ratio Models
Introduction to the Unordered Paired Data Problem
Nonparametric Inference for Unordered Paired Data
Semiparametric Inference for Unordered Paired Data
A Semiparametric EM Algorithm
Some Proofs
One-Way Analysis of Variance under Density Ratio Models
Normal-Based One-Way Analysis of Variance
Semiparametric One-Way Analysis of Variance
Hypothesis Testing
Examples
Some Proofs
Change-Point Analysis under Density Ratio Models
Introduction to the Change-Point Problem
Nonparametric Change-Point Model
Semiparametric Change-Point Model
Examples
Some Proofs
Estimating Distributional Treatment Effect under Density Ratio Models
Instrumental Variable Approach to the Analysis of Randomized Trials with Noncompliance
Nonparametric Estimation of Causal Effects in Randomized Trials with Noncompliance
Semiparametric Estimation of Causal Effects in Randomized Trials with Noncompliance
A Semiparametric EM Algorithm
Goodness-of-Fit Test
Examples
Some Proofs
Logistic Regression Model
Logistic Compounds of Two Distributions
Logistic Compounds of Several Distributions
Examples of Density Ratio Models
Applications of Density Ratio Models
Nonparametric and Semiparametric Likelihoods
Empirical Likelihood
Biased Sampling
Multivariate Biased Sampling
Generalized Estimating Equations
Constrained Empirical Likelihood Estimation
Nonparametric and Semiparametric Goodness-of-Fit Test Methods
Chi-Square Goodness-of-Fit Test
Generalized Chi-Square Goodness-of-Fit Test
Kolmogorov-Smirnov One-Sample Test
Kolmogorov-Smirnov Two-Sample Test
Information Matrix Test
Moments Specification Test
Semiparametric Inferences under Binary Density Ratio Models
Maximum Semiparametric Likelihood Estimation
Bias-Corrected Maximum Semiparametric Likelihood Estimation
Constrained Semiparametric Likelihood Estimation
M-Estimation
Quantile Estimation
Kernel Density Estimation
Prospective and Retrospective Analyses
Wald Test, Likelihood Ratio Test, Score Test of Odds Ratio Parameters
Testing Odds Ratio Parameters Using Entropy Distance Measures
Examples
Some Proofs
Semiparametric Goodness-of-Fit Test Methods under Binary Density Ratio Models
Kolmogorov-Smirnov-Type Test Statistic
Chi-Square-Type Test Statistic
Information-Matrix-Based Test Statistic
Moments-Specification-Type Test Statistic
Examples
Some Proofs
Multinomial Density Ratio Model
Multicategory Logistic Regression Model
Maximum Semiparametric Likelihood Estimation
Weighted Kolmogorov-Smirnov-Type Test Statistic
Examples
Some Proofs
Ordinal Density Ratio Models
Proportional Odds Model
Prospective Analysis
Semiparametric Selection Bias Model
Maximum Semiparametric Likelihood Estimation
Unbiased Estimation Equations
Weighted Kolmogorov-Smirnov-Type Test Statistic
Continuation Ratio Logistic Regression Model under Case-control Sampling Design
Examples
Some Proofs
Multiplicative-Intercept Risk Models
Binary Multiplicative-Intercept Risk Model
Maximum Semiparametric Likelihood Estimation
Weighted Kolmogorov-Smirnov-Type Test Statistic
A Bootstrap Procedure
Confidence Bands
Multivariate Multiplicative-Intercept Risk Models
Examples
Some Proofs
Finite Mixture Models
Finite Mixture Density Ratio Model
Maximum Semiparametric Likelihood Estimation
Weighted Kolmogorov-Smirnov-Type Test Statistic
Empirical Likelihood Confidence Intervals for Mixture Proportion
A Semiparametric EM Algorithm
Score Test
Partial Empirical Likelihood-Based Score Test
Some Proofs
Receiver Operating Characteristic Curve Analysis under Density Ratio Models
ROC Curve and the Area under the ROC Curve
Maximum Semiparametric Likelihood Estimation
Semiparametric Hypothesis Testing for the ROC Curve Area
Semiparametric Kernel Estimation of the ROC Curve and its AUC
Comparing Two Diagnostic Tests
Best Combination of Multiple Diagnostic Tests
ROC Surfaces for Continuous Diagnostic Tests Based on Two Test Measurements
Goodness-of-Fit Test Based on AUC
Examples
Some Proofs
Analysis with Unordered Pairs under Density Ratio Models
Introduction to the Unordered Paired Data Problem
Nonparametric Inference for Unordered Paired Data
Semiparametric Inference for Unordered Paired Data
A Semiparametric EM Algorithm
Some Proofs
One-Way Analysis of Variance under Density Ratio Models
Normal-Based One-Way Analysis of Variance
Semiparametric One-Way Analysis of Variance
Hypothesis Testing
Examples
Some Proofs
Change-Point Analysis under Density Ratio Models
Introduction to the Change-Point Problem
Nonparametric Change-Point Model
Semiparametric Change-Point Model
Examples
Some Proofs
Estimating Distributional Treatment Effect under Density Ratio Models
Instrumental Variable Approach to the Analysis of Randomized Trials with Noncompliance
Nonparametric Estimation of Causal Effects in Randomized Trials with Noncompliance
Semiparametric Estimation of Causal Effects in Randomized Trials with Noncompliance
A Semiparametric EM Algorithm
Goodness-of-Fit Test
Examples
Some Proofs