Journal of Shanghai University(Natural Science Edition) ›› 2016, Vol. 22 ›› Issue (4): 477-485.doi: 10.3969/j.issn.1007-2861.2014.04.010

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Semi-parametric ordinal variable regression model

XIONG Di, HE Youhua   

  1. College of Sciences, Shanghai University, Shanghai 200444, China
  • Received:2014-11-21 Online:2016-08-30 Published:2016-08-30

Abstract:

Based on a proportional odds model, the ordinal variable regression model is generalized, a semi-parametric ordinal regression model is established, and consistency of the estimators both in linear and nonlinear parts are proved in this paper. Simulation is conducted to analyze the correct rate and mean square error in the semi-parametric ordinal variable regression model with different sample sizes. The result shows that the semi-parametric ordinal regression model has high accuracy even with small samples. Compared to the number of observation points, the repeat number of experimental points has greater influence on accuracy. Calculation of the grain price warning problem shows that the semi-parametric ordinal regression model provides better extrapolation results than the proportional odds model.

Key words:  ordinal variable regression ,  semi-parametric regression, proportional odds model