论文标题
变更平面回归的推断
Inference for change-plane regression
论文作者
论文摘要
分析变更平面估计器的行为的关键挑战是目标函数具有多个最小化器。提出了两个估计器来处理这种非唯一性。对于每个估计量，建立了收敛的N量，并得出了限制分布。基于这些结果，我们为推理提供了一个参数引导程序。我们的理论结果的有效性和引导程序的有限样本性能通过模拟实验证明。我们使用ACTG175 AIDS研究数据说明了精确医学中潜在亚组识别的建议方法。
A key challenge in analyzing the behavior of change-plane estimators is that the objective function has multiple minimizers. Two estimators are proposed to deal with this non-uniqueness. For each estimator, an n-rate of convergence is established, and the limiting distribution is derived. Based on these results, we provide a parametric bootstrap procedure for inference. The validity of our theoretical results and the finite sample performance of the bootstrap are demonstrated through simulation experiments. We illustrate the proposed methods to latent subgroup identification in precision medicine using the ACTG175 AIDS study data.
