Generalized partially linear varying coefficient models with multiple smoothing variables
(2014) Journal of the Korean Statistical Society — Vol. 43, n° 2, p. 315-321 (2014)
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- Abstract
- This paper is concerned with semiparametric efficient estimation of a generalized partially linear varying coefficient model. The model studied in this paper is very flexible, accommodating various nonlinear relations between the response variable and a set of predictor variables. It is a structured regression model and is particularly useful in dealing with a discrete response variable. We apply the smooth backfitting technique to estimate the nonparametric part of the model and employ the profiling approach to obtain a semiparametric efficient estimator of the parametric part. © 2013 The Korean Statistical Society.
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Yang, S. J., & Lee, Y. K. (2014). Generalized partially linear varying coefficient models with multiple smoothing variables. Journal of the Korean Statistical Society, 43(2), 315-321. https://doi.org/10.1016/j.jkss.2013.12.002 (Original work published 2014)