A rank-based empirical likelihood approach to two-sample proportional odds model and its goodness of fit

Zhong Guan and Cheng Peng

Journal of Nonparametric Statistics, 2011, vol. 23, issue 3, 763-780

Abstract: A rank-based empirical likelihood method is proposed and applied to estimate the proportionality parameter and the underlying distributions in a two-sample semiparametric proportional odds model. A distribution-free goodness-of-fit test for the model is also given. It is proved that the maximum likelihood estimator of the proportionality parameter is reciprocal symmetric. As one of the applications, we use the proposed procedure to estimate receiver operating characteristic (ROC) curves. We also perform a simulation study to assess the performance of the proposed procedure and provide a numerical example based on real-world data to illustrate the implementation of the method.

Date: 2011
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DOI: 10.1080/10485252.2011.559726

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