title: Semiparametric Additive Indices for Binary Response and Generalized Additive Models
creator: Härdle, Wolfgang
creator: Huet, Sylvie
creator: Mammen, Enno
creator: Sperlich, Stefan
subject: 510
subject: 510 Mathematics
description: 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.
date: 1998-10
type: Working paper
type: info:eu-repo/semantics/workingPaper
type: NonPeerReviewed
format: application/pdf
identifier: https://archiv.ub.uni-heidelberg.de/volltextserverhttps://archiv.ub.uni-heidelberg.de/volltextserver/20795/1/beitrag.53.pdf
identifier: DOI:10.11588/heidok.00020795
identifier: urn:nbn:de:bsz:16-heidok-207957
identifier:   Härdle, Wolfgang ; Huet, Sylvie ; Mammen, Enno ; Sperlich, Stefan  (1998) Semiparametric Additive Indices for Binary Response and Generalized Additive Models.  [Working paper]     
relation: https://archiv.ub.uni-heidelberg.de/volltextserver/20795/
rights: info:eu-repo/semantics/openAccess
rights: http://archiv.ub.uni-heidelberg.de/volltextserver/help/license_urhg.html
language: eng