10.6084/m9.figshare.1568330.v3 Runlong Tang Runlong Tang Moulinath Banerjee Moulinath Banerjee George Michailidis George Michailidis Shawn Mankad Shawn Mankad Two-Stage Plans for Estimating the Inverse of a Monotone Function Taylor & Francis Group 2015 application car fuel efficiency data plan regression function procedure 2015-10-08 14:46:33 Journal contribution https://tandf.figshare.com/articles/journal_contribution/Two_Stage_Plans_for_Estimating_the_Inverse_of_a_Monotone_Function/1568330 <div><p>This study investigates two-stage plans based on nonparametric procedures for estimating an inverse regression function at a given point. Specifically, isotonic regression is used at stage one to obtain an initial estimate followed by another round of isotonic regression in the vicinity of this estimate at stage two. It is shown that such two-stage plans accelerate the convergence rate of one-stage procedures and are superior to existing two-stage procedures that use local parametric approximations at stage two when the available budget is moderate and/or the regression function is “ill-behaved.” Both Wald- and likelihood ratio-type confidence intervals for the threshold value of interest are investigated and the latter are recommended in applications due to their simplicity and robustness. The developed plans are illustrated through a comprehensive simulation study and an application to car fuel efficiency data.</p></div>