eprintid: 20795
rev_number: 12
eprint_status: archive
userid: 2326
dir: disk0/00/02/07/95
datestamp: 2016-05-30 08:38:59
lastmod: 2016-06-21 12:38:28
status_changed: 2016-05-30 08:38:59
type: workingPaper
metadata_visibility: show
creators_name: Härdle, Wolfgang
creators_name: Huet, Sylvie
creators_name: Mammen, Enno
creators_name: Sperlich, Stefan
title: Semiparametric Additive Indices for Binary Response and Generalized Additive Models
subjects: 510
divisions: 110400
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.
date: 1998-10
id_scheme: DOI
id_number: 10.11588/heidok.00020795
schriftenreihe_cluster_id: sr-10a
schriftenreihe_order: 53
ppn_swb: 1657247724
own_urn: urn:nbn:de:bsz:16-heidok-207957
language: eng
bibsort: HARDLEWOLFSEMIPARAME199810
full_text_status: public
place_of_pub: Heidelberg
pages: 40
citation:   Härdle, Wolfgang ; Huet, Sylvie ; Mammen, Enno ; Sperlich, Stefan  (1998) Semiparametric Additive Indices for Binary Response and Generalized Additive Models.  [Working paper]     
document_url: https://archiv.ub.uni-heidelberg.de/volltextserver/20795/1/beitrag.53.pdf