Probabilistic Index Models
概率指数模型
Summary We present a semiparametric statistical model for the probabilistic index which can be defined as P(Y⩽Y*), where Y and Y* are independent random response variables associated with covariate patterns X and X* respectively. A link function defines the relationship between the probabilistic index and a linear predictor. Asymptotic normality of the estimators and consistency of the covariance matrix estimator are established through semiparametric theory. The model is…