Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/49357
Authors: 
Dette, Holger
Neumeyer, Natalie
Pilz, Kay F.
Year of Publication: 
2003
Series/Report no.: 
Technical Report // Universität Dortmund, SFB 475 Komplexitätsreduktion in Multivariaten Datenstrukturen 2004,01
Abstract: 
For the common binary response model we propose a direct method for the nonparametric estimation of the effective dose level ED? (0 < ? < 1). The estimator is obtained by the composition of a nonparametric estimate of the quantile response curve and a classical density estimate. The new method yields a simple and reliable monotone estimate of the effective dose level curve ? ? ED? and is appealing to users of conventional smoothing methods as kernel estimators, local polynomials, series estimators or smoothing splines. Moreover it is computationally very efficient, because it does not require a numerical inversion of a monotonized estimate of the quantile dose response curve. We prove asymptotic normality of the new estimate and compare it with an available alternative estimate (based on a monotonized nonparametric estimate of the dose response curve and the calculation of the inverse function) by means of a simulation study.
Subjects: 
Binary response model
effective dose level
nonparametric regression
isotonic regression
order restricted inference
local linear regression
Document Type: 
Working Paper

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