Semiparametric Regression in Likelihood-Based Models
基于似然模型的半参数回归
A weighted likelihood is used to estimate the parameters in a semiparametric model involving two covariates and allowing an association between the covariates. The development is for arbitrary but specified densities of the observations. The estimators are consistent and asymptotically normal. Hypothesis testing of the parametric component can be performed using a Wald test. Simulations and analysis of data with Bernoulli observations demonstrate the estimators' application.…