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1998-11-09Buch DOI: 10.18452/3769
Semiparametric additive indices for binary response and generalized additive models
dc.contributor.authorHärdle, Wolfgang Karl
dc.contributor.authorHuet, Sylvie
dc.contributor.authorMammen, Enno
dc.contributor.authorSperlich, Stefan
dc.date.accessioned2017-06-15T22:03:47Z
dc.date.available2017-06-15T22:03:47Z
dc.date.created2006-03-16
dc.date.issued1998-11-09
dc.identifier.issn1436-1086
dc.identifier.urihttp://edoc.hu-berlin.de/18452/4421
dc.description.abstractModels are studied where the response Y and covariates X, T are assumed to fulfill E(Y|X; T) = G{XT β + α + m1(T1) + … + md(Td)}. Here G is a known (link) function, β is an unknown parameter, and m1, …, md are unknown 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{XT β + α + m1(T1) + … + md(Td)}. The paper discusses estimation of β 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.eng
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/
dc.subject.ddc330 Wirtschaft
dc.titleSemiparametric additive indices for binary response and generalized additive models
dc.typebook
dc.identifier.urnurn:nbn:de:kobv:11-10060660
dc.identifier.doihttp://dx.doi.org/10.18452/3769
dc.subject.dnb17 Wirtschaft
local.edoc.container-titleSonderforschungsbereich 373: Quantification and Simulation of Economic Processes
local.edoc.pages40
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-volume1998
local.edoc.container-issue95
local.edoc.container-year1998
local.edoc.container-erstkatid2135319-0

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