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广义单指标模型的一种新估计方法AI 解读

The single index and generalized single index models have been demonstrated to be a powerful tool for studying nonlinear interaction effects of variables in the low-dimensional case. In this article, we propose a new estimation approach for generalized single index models E(Y | θ⊤X)=ψ(g(θ⊤X)) with ψ(·) known but g(·) unknown. Specifically, we first obtain a consistent estimator of the regression function by using a local linear smoother, and then estimate the parametric…

生存模型的降维与半参数估计AI 解读

In this paper, we propose a new dimension reduction method by introducing a nominal regression model with the hazard function as the conditional mean, which naturally retrieves information from complete data and censored data as well. Moreover, without requiring the linearity condition, the new method can estimate the entire central subspace consistently and exhaustively. The method also provides an alternative approach for the analysis of censored data assuming neither the…