This paper proposes a unified semiparametric method for the additive risk model under general biased sampling. By using the estimating equation approach, we propose both estimators of the regression parameters and non...This paper proposes a unified semiparametric method for the additive risk model under general biased sampling. By using the estimating equation approach, we propose both estimators of the regression parameters and nonparametric function. An advantage is that our approach is still suitable for the lengthbiased data even without the information of the truncation variable. Meanwhile, large sample properties of the proposed estimators are established, including consistency and asymptotic normality. In addition, the finite sample behavior of the proposed methods and the analysis of three groups of real data are given.展开更多
The Box-Cox transformation model has been widely used in applied econometrics, positive accounting, positive finance and statistics. There is a large literature on Box-Cox transformation model with linear structure. H...The Box-Cox transformation model has been widely used in applied econometrics, positive accounting, positive finance and statistics. There is a large literature on Box-Cox transformation model with linear structure. However, there is seldom seen on the discussion for such a model with partially linear structure. Considering the importance of the partially linear model, in this paper, a relatively simple semi-parametric estimation procedure is proposed for the Box-Cox transformation model without presuming the linear functional form and without specifying any parametric form of the disturbance, which largely reduces the risk of model misspecification. We show that the proposed estimator is consistent and asymptotically normally distributed. Its covariance matrix is also in a closed form, which can be easily estimated. Finally, a simulation study is conducted to see the finite sample performance of our estimator.展开更多
This paper studies nonparametric estimation of the regression function with surrogate outcome data under double-sampling designs, where a proxy response is observed for the full sample and the true response is observe...This paper studies nonparametric estimation of the regression function with surrogate outcome data under double-sampling designs, where a proxy response is observed for the full sample and the true response is observed on a validation set. A new estimation approach is proposed for estimating the regression function. The authors first estimate the regression function with a kernel smoother based on the validation subsample, and then improve the estimation by utilizing the information on the incomplete observations from the non-validation subsample and the surrogate of response from the full sample. Asymptotic normality of the proposed estimator is derived. The effectiveness of the proposed method is demonstrated via simulations.展开更多
Parameter estimation for ordinary differential equations arises in many fields of science and engineering. To be the best of our knowledge, traditional methods are often either computationally intensive or inaccurate ...Parameter estimation for ordinary differential equations arises in many fields of science and engineering. To be the best of our knowledge, traditional methods are often either computationally intensive or inaccurate for statistical inference. Ramsay et al.(2007) proposed a generalized profiling procedure. It is easily implementable and has been demonstrated to have encouraging numerical performance. However, little is known about statistical properties of this procedure. In this paper, we provide a theoretical justification of the generalized profiling procedure. Under some regularity conditions, the procedure is shown to be consistent for a broad range of tuning parameters. When the tuning parameters are sufficiently large, the procedure can be further shown to be asymptotically normal and efficient.展开更多
基金supported by National Institutes of Health of USA (Grant No. R01 HL113548)National Natural Science Foundation of China (Grant Nos. 11271155, 11371168, J1310022, 11571138, 11501241 and 71271128)+3 种基金Science and Technology Research Program of Education Department in Jilin Province for the 12th Five-Year Plan (Grant No. 440020031139)Jilin Province Natural Science Foundation (Grant Nos. 20130101066JC, 20130522102JH and 20150520053JH)the State Key Program of National Natural Science Foundation of China (Grant No. 71331006)National Center for Mathematics and Interdisciplinary Sciences and Shanghai University of Finance and Economics through Project 211 Phase IV and Shanghai Leading Academic Discipline Project A
文摘This paper proposes a unified semiparametric method for the additive risk model under general biased sampling. By using the estimating equation approach, we propose both estimators of the regression parameters and nonparametric function. An advantage is that our approach is still suitable for the lengthbiased data even without the information of the truncation variable. Meanwhile, large sample properties of the proposed estimators are established, including consistency and asymptotic normality. In addition, the finite sample behavior of the proposed methods and the analysis of three groups of real data are given.
基金funded in part by National Natural Science Foundation of China (Grant No. 71032005)the MOE Project of Key Research Institute of Humanities and Social Science in University (Grant No. 10JJD630005)+3 种基金supported in part by New Century Excellent Talent Supporting program (Grant No. NCET-09-0538)National Natural Science Foundation of China(Grant Nos. 70871073 and 71171127)Shanghai Leading Academic Discipline Project (Grant No. B801)the Key Laboratory of Mathematical Economics (SUFE), Ministry of Education of China
文摘The Box-Cox transformation model has been widely used in applied econometrics, positive accounting, positive finance and statistics. There is a large literature on Box-Cox transformation model with linear structure. However, there is seldom seen on the discussion for such a model with partially linear structure. Considering the importance of the partially linear model, in this paper, a relatively simple semi-parametric estimation procedure is proposed for the Box-Cox transformation model without presuming the linear functional form and without specifying any parametric form of the disturbance, which largely reduces the risk of model misspecification. We show that the proposed estimator is consistent and asymptotically normally distributed. Its covariance matrix is also in a closed form, which can be easily estimated. Finally, a simulation study is conducted to see the finite sample performance of our estimator.
基金This research is supported by the National Natural Science Foundation of the US under Grant No. DMS- 0906482.
文摘This paper studies nonparametric estimation of the regression function with surrogate outcome data under double-sampling designs, where a proxy response is observed for the full sample and the true response is observed on a validation set. A new estimation approach is proposed for estimating the regression function. The authors first estimate the regression function with a kernel smoother based on the validation subsample, and then improve the estimation by utilizing the information on the incomplete observations from the non-validation subsample and the surrogate of response from the full sample. Asymptotic normality of the proposed estimator is derived. The effectiveness of the proposed method is demonstrated via simulations.
基金supported by National Science Foundation of USA (Grant Nos. DMS1209191 and DMS-1507511)
文摘Parameter estimation for ordinary differential equations arises in many fields of science and engineering. To be the best of our knowledge, traditional methods are often either computationally intensive or inaccurate for statistical inference. Ramsay et al.(2007) proposed a generalized profiling procedure. It is easily implementable and has been demonstrated to have encouraging numerical performance. However, little is known about statistical properties of this procedure. In this paper, we provide a theoretical justification of the generalized profiling procedure. Under some regularity conditions, the procedure is shown to be consistent for a broad range of tuning parameters. When the tuning parameters are sufficiently large, the procedure can be further shown to be asymptotically normal and efficient.
