| _version_ | 1867012199436779520 |
|---|---|
| author | Tao Tan Shuyi Zhang Yong Zhou |
| author_facet | Tao Tan Shuyi Zhang Yong Zhou Tao Tan Shuyi Zhang Yong Zhou |
| collection | Wiley Open Access |
| contents | Efficient semiparametric estimation in two‐sample comparison via semisupervised learning Tao Tan Shuyi Zhang Yong Zhou Canadian Journal of Statistics AbstractWe develop a general semisupervised framework for statistical inference in the two‐sample comparison setting. Although the supervised Mann–Whitney statistic outperforms many estimators in the two‐sample problem for nonnormally distributed responses, it is excessively inefficient because it ignores large amounts of unlabelled information. To borrow strength from unlabelled data, we propose a class of efficient and adaptive estimators that use two‐step semiparametric imputation. The probabilistic index model is adopted primarily to achieve dimension reduction for multivariate covariates, and a follow‐up reweighting step balances the contributions of labelled and unlabelled data. The asymptotic properties of our estimator are derived with variance comparison through a phase diagram. Efficiency theory shows our estimators achieve the semiparametric variance lower bound if the probabilistic index model is correctly specified, and are more efficient than their supervised counterpart when the model is not degenerate. The asymptotic variance is estimated through a two‐step perturbation resampling procedure. To gauge the finite sample performance, we conducted extensive simulation studies which verify the adaptive nature of our methods with respect to model misspecification. To illustrate the merits of our proposed method, we analyze a dataset concerning homelessness in Los Angeles. 10.1002/cjs.11813 http://onlinelibrary.wiley.com/termsAndConditions#vor |
| doi_str_mv | 10.1002/cjs.11813 |
| format | Artículo Open Access |
| id | wiley_oa_10_1002_cjs_11813 |
| institution | Wiley Open Access |
| license_str_mv | http://onlinelibrary.wiley.com/termsAndConditions#vor |
| publishDate | 2024 |
| publisher | Wiley |
| record_format | wiley_oa |
| spellingShingle | Efficient semiparametric estimation in two‐sample comparison via semisupervised learning Tao Tan Shuyi Zhang Yong Zhou Canadian Journal of Statistics Efficient semiparametric estimation in two‐sample comparison via semisupervised learning Tao Tan Shuyi Zhang Yong Zhou Canadian Journal of Statistics AbstractWe develop a general semisupervised framework for statistical inference in the two‐sample comparison setting. Although the supervised Mann–Whitney statistic outperforms many estimators in the two‐sample problem for nonnormally distributed responses, it is excessively inefficient because it ignores large amounts of unlabelled information. To borrow strength from unlabelled data, we propose a class of efficient and adaptive estimators that use two‐step semiparametric imputation. The probabilistic index model is adopted primarily to achieve dimension reduction for multivariate covariates, and a follow‐up reweighting step balances the contributions of labelled and unlabelled data. The asymptotic properties of our estimator are derived with variance comparison through a phase diagram. Efficiency theory shows our estimators achieve the semiparametric variance lower bound if the probabilistic index model is correctly specified, and are more efficient than their supervised counterpart when the model is not degenerate. The asymptotic variance is estimated through a two‐step perturbation resampling procedure. To gauge the finite sample performance, we conducted extensive simulation studies which verify the adaptive nature of our methods with respect to model misspecification. To illustrate the merits of our proposed method, we analyze a dataset concerning homelessness in Los Angeles. 10.1002/cjs.11813 http://onlinelibrary.wiley.com/termsAndConditions#vor |
| title | Efficient semiparametric estimation in two‐sample comparison via semisupervised learning |
| topic | Canadian Journal of Statistics |
| url | https://onlinelibrary.wiley.com/doi/10.1002/cjs.11813 |