Asymptotic inference for semiparametric association models

Abstract

Association models for a pair of random elements X and Y (e.g., vectors) are considered which specify the odds ratio function up to an unknown parameter θ. These models are shown to be semiparametric in the sense that they do not restrict the marginal distributions of X and Y. Inference for the odds ratio parameter θ may be obtained from sampling either Y conditionally on X or vice versa. Generalizing results from Prentice and Pyke, Weinberg and Wacholder and Scott and Wild, we show that asymptotic inference for θ under sampling conditional on Y is the same as if sampling had been conditional on X. Common regression models, for example, generalized linear models with canonical link or multivariate linear, respectively, logistic models, are association models where the regression parameter β is closely related to the odds ratio parameter θ. Hence inference for β may be drawn from samples conditional on Y using an association model.