Arbeitspapier

Semiparametric additive indices for binary response and generalized additive models

to connected objects

Models are studied where the response Y and covariates X, T are assumed to fulfill E(Y|X; T) = G{XT Ø + » + m1(T1) + … + md(Td)}. Here G is a known (link) function, Ø 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 Ø + » + m1(T1) + … + md(Td)}. The paper discusses estimation of Ø 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.

Language: Englisch

Bibliographic citation: Series: SFB 373 Discussion Paper ; No. 1998,95

Classification: Wirtschaft

Event: Geistige Schöpfung

(who): Härdle, Wolfgang
Huet, Sylvie
Mammen, Enno
Sperlich, Stefan

Event: Veröffentlichung

(who): Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes

(where): Berlin

(when): 1998

Handle: http://hdl.handle.net/10419/61236

URN: urn:nbn:de:kobv:11-10060660

Last update: 15.03.2025, 11:44 AM CET

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Object type

Arbeitspapier

Associated

Härdle, Wolfgang
Huet, Sylvie
Mammen, Enno
Sperlich, Stefan
Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes

Time of origin

1998

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