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Semiparametric approach to estimation of marginal mean effects and marginal quantile effects

边际均值效应与边际分位数效应估计的半参数方法

We consider a semiparametric generalized linear model and study estimation of both marginal mean effects and marginal quantile effects in this model. We propose an approximate maximum likelihood estimator, and rigorously establish the consistency, the asymptotic normality, and the semiparametric efficiency of our method in both the marginal mean effect and the marginal quantile effect estimation. Simulation studies are conducted to illustrate the finite sample performance,…

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Rank-based max-sum tests for mutual independence of high-dimensional random vectors

高维随机向量相互独立性的秩最大值—求和检验

We consider the problem of testing mutual independence of high-dimensional random vectors, and propose a series of high-dimensional rank-based max-sum tests, which are suitable for high-dimensional data and can be robust to distribution types of the variables, form of the dependence between variables and the sparsity of correlation coefficients. Further, we demonstrate the application of some representative members of the proposed tests on testing cross-sectional…

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Network Functional Varying Coefficient Model

网络函数型变系数模型

We consider functional responses with network dependence observed for each individual at irregular time points. To model both the interindividual dependence and within-individual dynamic correlation, we propose a network functional varying coefficient (NFVC) model. The response of each individual is characterized by a linear combination of responses from its connected nodes and its exogenous covariates. All the model coefficients are allowed to be time dependent. The NFVC…

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Model averaging estimation for high-dimensional covariance matrices with a network structure

具有网络结构的高维协方差矩阵的模型平均估计

Summary In this paper, we develop a model averaging method to estimate a high-dimensional covariance matrix, where the candidate models are constructed by different orders of polynomial functions. We propose a Mallows-type model averaging criterion and select the weights by minimizing this criterion, which is an unbiased estimator of the expected in-sample squared error plus a constant. Then, we prove the asymptotic optimality of the resulting model average covariance…

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Optimal subsampling for quantile regression in big data

大数据分位数回归的最优子抽样

Summary We investigate optimal subsampling for quantile regression. We derive the asymptotic distribution of a general subsampling estimator and then derive two versions of optimal subsampling probabilities. One version minimizes the trace of the asymptotic variance-covariance matrix for a linearly transformed parameter estimator and the other minimizes that of the original parameter estimator. The former does not depend on the densities of the responses given covariates and…

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Semiparametrically Efficient Estimation in Quantile Regression of Secondary Analysis

病例对照研究次要结局分位数回归的半参数有效估计

Summary Analysing secondary outcomes is a common practice for case–control studies. Traditional secondary analysis employs either completely parametric models or conditional mean regression models to link the secondary outcome to covariates. In many situations, quantile regression models complement mean-based analyses and provide alternative new insights on the associations of interest. For example, biomedical outcomes are often highly asymmetric, and median regression is…

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Smoothed and Corrected Score Approach to Censored Quantile Regression With Measurement Errors

测量误差下删失分位数回归的平滑与校正得分方法

Censored quantile regression is an important alternative to the Cox proportional hazards model in survival analysis. In contrast to the usual central covariate effects, quantile regression can effectively characterize the covariate effects at different quantiles of the survival time. When covariates are measured with errors, it is known that naively treating mismeasured covariates as error-free would result in estimation bias. Under censored quantile regression, we propose…

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Fused kernel-spline smoothing for repeatedly measured outcomes in a generalized partially linear model with functional single index

重复测量结果的函数单指标广义部分线性模型:核与样条融合平滑

We propose a generalized partially linear functional single index risk score model for repeatedly measured outcomes where the index itself is a function of time. We fuse the nonparametric kernel method and regression spline method, and modify the generalized estimating equation to facilitate estimation and inference. We use local smoothing kernel to estimate the unspecified coefficient functions of time, and use B-splines to estimate the unspecified function of the single…

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Nonparametric Estimation for Censored Mixture Data With Application to the Cooperative Huntington’s Observational Research Trial

删失混合数据的非参数估计及亨廷顿病观察研究应用

This work presents methods for estimating genotype-specific distributions from genetic epidemiology studies where the event times are subject to right censoring, the genotypes are not directly observed, and the data arise from a mixture of scientifically meaningful subpopulations. Examples of such studies include kin-cohort studies and quantitative trait locus (QTL) studies. Current methods for analyzing censored mixture data include two types of nonparametric maximum…

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A functional generalized method of moments approach for longitudinal studies with missing responses and covariate measurement error

响应缺失与协变量测量误差下纵向研究的函数型广义矩方法

Abstract Covariate measurement error and missing responses are typical features in longitudinal data analysis. There has been extensive research on either covariate measurement error or missing responses, but relatively little work has been done to address both simultaneously. In this paper, we propose a simple method for the marginal analysis of longitudinal data with time-varying covariates, some of which are measured with error, while the response is subject to…

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