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Abstract
Models are studied where the response Y andcovariates X,T are assumed to fulfill E(Y | X;T) =G{XTbeta + alpha + m1(T1 ) + ...+ md(Td) }. Here G is a known (link) function,beta is an unknown parameter, and m1, ..., md areunknown functions. In particular, we consider additive binary response models where the response Y is binary. In these models, given X and T, the response Y has a Bernoulli distribution with parameter G{ XTbeta + alpha + m1(T1 ) + ... + md(Td) }. The paper discusses estimation of beta and m1, ... , md. Procedures are proposed for testing linearity of the additive components m1, ... , md. Furthermore, bootstrap uniform confidence intervals for the additive components are introduced. The practical performance of the proposed methods is discussed in simulations and in two economic applications.
Dokumententyp: | Arbeitspapier |
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Ort der Veröffentlichung: | Heidelberg |
Erstellungsdatum: | 30 Mai 2016 08:38 |
Erscheinungsjahr: | Oktober 1998 |
Seitenanzahl: | 40 |
Institute/Einrichtungen: | Fakultät für Mathematik und Informatik > Institut für Mathematik |
DDC-Sachgruppe: | 510 Mathematik |
Schriftenreihe: | Beiträge zur Statistik > Beiträge |