Description Details Author(s) References
A rank-based empirical likelihood approach to two-sample proportional odds model and its goodness-of-fit. Let x1,...,xm and y1,...,yn be two independent samples from distributions F and G that satisfy
[G(x)/(1-G(x))]/[F(x)(1-F(x))]=G(x)(1-F(x))/[F(x)(1-G(x))]=θ
Function mele.theta.p
returns rank-based maximum likelihood estimates of θ,
θ-hat, and
probability masses p1,...,pN of F at the sorted pooled sample values
z1<...<zN, N=m+n.
Package: | sporm |
Type: | Package |
Version: | 1.0 |
Date: | 2011-01-01 |
License: | GPL 2.0 or newer |
LazyLoad: | yes |
The most important function is mrle.sporm
which returns the maximum rank-based likelihood
estimates the proportionality paramter θ and the baseline distribution.
Function ks.sporm
is used to do the GOF test of the model assumption using a Kolmogorov-Smirnov type
test statistic; confid.int.theta
returns a confidence interval for θ;
test.theta
does the hypothesis testing for θ; Ell.Theta
calculates the profile loglikelihood l(θ) on interval
(θ1,θ2) which contains θ-hat; and plotor
plot the empirical odds ratio. Functions newton.theta
,
dd.est
and phi
can be used to calculate other initials. There are few internal functions:
V.theta
, H.Binv
, grad.hessinv
, ks.stat
, and elltheta
. Dataset
RadarTube
contains the failure times (in days) of two types of radar tubes.
Zhong Guan <zguan@iusb.edu>; Cheng Peng <cpeng@usm.maine.edu>
Zhong Guan <zguan@iusb.edu>
Zhong Guan and Cheng Peng (2011), "A rank-based empirical likelihood approach to two-sample proportional odds model and its goodness-of-fit", Journal of Nonparametric Statistics, to appear.
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