Analysis of Deviance in Generalized Partial Linear Models
dc.contributor.author | Härdle, Wolfgang Karl | |
dc.contributor.author | Huang, Li-Shan | |
dc.date.accessioned | 2017-06-16T00:51:59Z | |
dc.date.available | 2017-06-16T00:51:59Z | |
dc.date.created | 2013-08-01 | |
dc.date.issued | 2013-05-28 | |
dc.date.submitted | 2013-05-28 | |
dc.identifier.issn | 1860-5664 | |
dc.identifier.uri | http://edoc.hu-berlin.de/18452/5120 | |
dc.description.abstract | We 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.iso | eng | |
dc.publisher | Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät | |
dc.rights.uri | http://rightsstatements.org/vocab/InC/1.0/ | |
dc.subject | ANOVA decomposition | eng |
dc.subject | Integrated likelihood | eng |
dc.subject | Link function | eng |
dc.subject.ddc | 310 Sammlungen allgemeiner Statistiken | |
dc.subject.ddc | 330 Wirtschaft | |
dc.title | Analysis of Deviance in Generalized Partial Linear Models | |
dc.type | workingPaper | |
dc.identifier.urn | urn:nbn:de:kobv:11-100211324 | |
dc.identifier.doi | http://dx.doi.org/10.18452/4468 | |
local.edoc.pages | 25 | |
local.edoc.type-name | Diskussionspapier | |
local.edoc.container-type | series | |
local.edoc.container-type-name | Schriftenreihe | |
local.edoc.container-year | 2013 | |
dc.identifier.zdb | 2195055-6 | |
bua.series.name | Sonderforschungsbereich 649: Ökonomisches Risiko | |
bua.series.issuenumber | 2013,28 |