English

Regression of ranked responses when raw responses are censored

Applications 2016-02-25 v1 Methodology

Abstract

We discuss semiparametric regression when only the ranks of responses are observed. The model is Yi=F(xiβ0+εi)Y_i = F (\mathbf{x}_i'{\boldsymbol\beta}_0 + \varepsilon_i), where YiY_i is the unobserved response, FF is a monotone increasing function, xi\mathbf{x}_i is a known pp-vector of covariates, β0{\boldsymbol\beta}_0 is an unknown pp-vector of interest, and εi\varepsilon_i is an error term independent of xi\mathbf{x}_i. We observe {(xi,Rn(Yi)):i=1,,n}\{(\mathbf{x}_i,R_n(Y_i)) : i = 1,\ldots ,n\}, where RnR_n is the ordinal rank function. We explore a novel estimator under Gaussian assumptions. We discuss the literature, apply the method to an Alzheimer's disease biomarker, conduct simulation studies, and prove consistency and asymptotic normality.

Keywords

Cite

@article{arxiv.1602.07559,
  title  = {Regression of ranked responses when raw responses are censored},
  author = {Michael C. Donohue and Anthony C. Gamst and Robert A. Rissman and Ian Abramson},
  journal= {arXiv preprint arXiv:1602.07559},
  year   = {2016}
}

Comments

33 pages, 6 figures