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Semiparametric Binary Regression Under Monotonicity Constraints, Moulinath Banerjee, Pinaki Biswas, Debashis Ghosh

The University of Michigan Department of Biostatistics Working Paper Series

Summary: We study a binary regression model where the response variable $\Delta$ is the indicator of an event of interest (for example, the incidence of cancer) and the set of covariates can be partitioned as $(X,Z)$ where $Z$ (real valued) is the covariate of primary interest and $X$ (vector valued) denotes a set of control variables. For any fixed $X$, the conditional probability of the event of interest is assumed to be a monotonic function of $Z$. The effect of the control variables is captured by a regression parameter $\beta$. We show that the baseline conditional probability function (corresponding to …