Local central limit theorems, the high-order correlations of rejective sampling and logistic likelihood asymptotics

Details Local central limit theorems, the high-order correlations of rejective sampling and logistic likelihood asymptotics Local central limit theorems, the high-order correlations of rejective sampling and logistic likelihood asymptotics

2005-06-15

arxiv.org/abs/math/0506300v1

Annals of Statistics 2005, Vol. 33, No. 2, 871-914

Mathematics

Statistics Theory

Published at http://dx.doi.org/10.1214/009053604000000706 in the Annals of Statistics (http://www.imstat.org/aos/) by the Inst

Scientific paper

10.1214/009053604000000706

Let I_1,...,I_n be independent but not necessarily identically distributed Bernoulli random variables, and let X_n=\sum_{j=1}^nI_j. For \nu in a bounded region, a local central limit theorem expansion of P(X_n=EX_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\subset E is sampled with probability proportional to \prod_{A\in d}x_A, where x_A are positive weights associated with individuals A\in 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.

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