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Mathematik, Informatik und Statistik - Open Access LMU - Teil 01/03 Podcast
Semiparametric Modeling of Ordinal Data

Semiparametric Modeling of Ordinal Data

Mathematik, Informatik und Statistik - Open Access LMU - Teil 01/03 vor 26 Jahren

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Parametric models for categorical ordinal response variables, like
the proportional odds model or the continuation ratio model, assume
that the predictor is given as a linear form of covariates. In this
paper the parametric models are extended to a semiparametric or
partially parametric form where parts of the covariates are modeled
linearly and parts are modeled as unspecified but smooth functions.
Estimation is based on a combination of local likelihood and
profile likelihood and asymptotic properties of the estimates are
derived. In a simulation study it is demonstrated that the profile
likelihood approach is to be preferred over a backfitting
procedure. A data example shows the applicability of the models.