Technical Report // Universität Dortmund, SFB 475 Komplexitätsreduktion in Multivariaten Datenstrukturen 2004,01
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.
Binary response model effective dose level nonparametric regression isotonic regression order restricted inference local linear regression