Semiparametric Modeling of Ordinal Data

Kauermann, Göran and Tutz, Gerhard (2000): Semiparametric Modeling of Ordinal Data. Collaborative Research Center 386, Discussion Paper 193

Abstract

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.

• Item Type: Paper (Research Paper)
• Collections: Mathematics, Computer Science and Statistics > Statistics > Collaborative Research Center 386; Special Research Fields > Special Research Field 386
• Subjects: 500 Science > 510 Mathematics