A Minimum Relative Entropy Based Correlation Model Between the Response and Covariates
基于最小相对熵的响应与协变量关联模型
Summary A semiparametric model is presented utilizing dependence between a response and several covariates. We show that this model is optimum when the marginal distributions of the response and the covariates are known. This model extends the generalized linear model and the proportional likelihood ratio model when the marginal distributions are unknown. New interpretations of known models such as the logistic regression model, density ratio model and selection bias model…