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2013-05-28Buch DOI: 10.18452/4468
Analysis of Deviance in Generalized Partial Linear Models
dc.contributor.authorHärdle, Wolfgang Karl
dc.contributor.authorHuang, Li-Shan
dc.date.accessioned2017-06-16T00:51:59Z
dc.date.available2017-06-16T00:51:59Z
dc.date.created2013-08-01
dc.date.issued2013-05-28
dc.date.submitted2013-05-28
dc.identifier.issn1860-5664
dc.identifier.urihttp://edoc.hu-berlin.de/18452/5120
dc.description.abstractWe develop analysis of deviance tools for generalized partial linear models based on local polynomial fitting. Assuming a canonical link, we propose expressions for both local and global analysis of deviance, which admit an additivity property that reduces to ANOVA decompositions in the Gaussian case. Chi-square tests based on integrated likelihood functions are proposed to formally test whether the nonparametric term is significant. Simulation results are shown to illustrate the proposed chi-square tests. The methodology is applied to German Bundesbank Federal Reserve data.eng
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
dc.subjectANOVA decompositioneng
dc.subjectIntegrated likelihoodeng
dc.subjectLink functioneng
dc.subject.ddc310 Statistik
dc.subject.ddc330 Wirtschaft
dc.titleAnalysis of Deviance in Generalized Partial Linear Models
dc.typebook
dc.identifier.urnurn:nbn:de:kobv:11-100211324
dc.identifier.doihttp://dx.doi.org/10.18452/4468
local.edoc.container-titleSonderforschungsbereich 649: Ökonomisches Risiko
local.edoc.pages25
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-volume2013
local.edoc.container-issue28
local.edoc.container-year2013
local.edoc.container-erstkatid2195055-6

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