Local central limit theorems, the high-order correlations of rejective sampling and logistic likelihood asymptotics
Arratia, Richard ; Goldstein, Larry ; Langholz, Bryan
Ann. Statist., Tome 33 (2005) no. 1, p. 871-914 / Harvested from Project Euclid
Let I1,…,In be independent but not necessarily identically distributed Bernoulli random variables, and let Xn=∑j=1nIj. For ν in a bounded region, a local central limit theorem expansion of $\mathbb {P}(X_{n}=\mathbb {E}X_{n}+\nu)$ is developed to any given degree. By conditioning, this expansion provides information on the high-order correlation structure of dependent, weighted sampling schemes of a population E (a special case of which is simple random sampling), where a set d⊂E is sampled with probability proportional to ∏A∈dxA, where xA are positive weights associated with individuals A∈E. These results are used to determine the asymptotic information, and demonstrate the consistency and asymptotic normality of the conditional and unconditional logistic likelihood estimator for unmatched case-control study designs in which sets of controls of the same size are sampled with equal probability.
Publié le : 2005-04-14
Classification:  Case-control studies,  epidemiology,  frequency matching,  62N02,  62D05,  60F05,  62F12
@article{1117114339,
     author = {Arratia, Richard and Goldstein, Larry and Langholz, Bryan},
     title = {Local central limit theorems, the high-order correlations of rejective sampling and logistic likelihood asymptotics},
     journal = {Ann. Statist.},
     volume = {33},
     number = {1},
     year = {2005},
     pages = { 871-914},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1117114339}
}
Arratia, Richard; Goldstein, Larry; Langholz, Bryan. Local central limit theorems, the high-order correlations of rejective sampling and logistic likelihood asymptotics. Ann. Statist., Tome 33 (2005) no. 1, pp.  871-914. http://gdmltest.u-ga.fr/item/1117114339/