# sporm-package: Semiparametric proportional odds rate model In sporm: Semiparametric proportional odds rate model

## Description

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.

## Details

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.

## Author(s)

Zhong Guan <[email protected]>; Cheng Peng <[email protected]>

Zhong Guan <[email protected]>

## References

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.

sporm documentation built on May 29, 2017, 11:09 p.m.