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arxiv: 1602.07559 · v1 · pith:MKSG7BIUnew · submitted 2016-02-24 · 📊 stat.AP · stat.ME

Regression of ranked responses when raw responses are censored

classification 📊 stat.AP stat.ME
keywords mathbfresponsesbetaboldsymboldiscussfunctionregressionvarepsilon
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We discuss semiparametric regression when only the ranks of responses are observed. The model is $Y_i = F (\mathbf{x}_i'{\boldsymbol\beta}_0 + \varepsilon_i)$, where $Y_i$ is the unobserved response, $F$ is a monotone increasing function, $\mathbf{x}_i$ is a known $p-$vector of covariates, ${\boldsymbol\beta}_0$ is an unknown $p$-vector of interest, and $\varepsilon_i$ is an error term independent of $\mathbf{x}_i$. We observe $\{(\mathbf{x}_i,R_n(Y_i)) : i = 1,\ldots ,n\}$, where $R_n$ 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.

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