Current Status Linear Regression
Groeneboom and Hendrickx semiparametric binary response estimator (scalar case) score estimator based on NPMLE avoids any smoothing proposed by Groneboom and Hendrickx (2018).
GH(b, X, y, eps = 0.001)
b |
parameter vector (fix last entry as a known number, usually 1 or -1, for normalization) |
X |
design matrix |
y |
binary response vector |
eps |
trimming tolerance parameter |
A list with components:
evaluation of a score function at parameter value
estimated standard error
sindex single index linear predictor
Groeneboom, P. and K. Hendrickx (2018) Current Status Linear Regression, Annals of Statistics, 46, 1415-1444,
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