Inference for change-plane regression

Authors:
  • CKChaeryon Kang
    Chaeryon Kang
  • HCHunyong Cho
    Hunyong Cho
  • RSRui Song
    Rui Song
  • MBMoulinath Banerjee
    Moulinath Banerjee
  • ELEric B. Laber
    Eric B. Laber
  • MKMichael R. Kosorok
    Michael R. Kosorok
Preprint
Publisher website
Google Scholar
Abstract
We establish the asymptotic behavior of change-plane estimators. Two types of estimators of the change-plane parameters are proposed to address the non-uniqueness of the argmins of the objective function. The n rate of convergence and a full characterization of the limiting distributions of the change-plane estimators are shown through theoretical exposition and numerical simulations. A parametric bootstrap procedure is introduced for inference. We use the model to analyze the ACTG175 AIDS study data for precision medicine.