Non- and semiparametric alternatives to generalized linear models (Q1966020): Difference between revisions
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English | Non- and semiparametric alternatives to generalized linear models |
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Non- and semiparametric alternatives to generalized linear models (English)
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2 March 2000
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The author discusses additive models \(y_i=g(x_i)+\varepsilon, \;i=1,\dots,n\), where \(\varepsilon\) are i.i.d. errors and \(g\) is an unknown function from \(R^d\) to \(R^1\) that is approximated by the form \(g(X)\sim g_0 +\sum_{j=1}^d g_j(X_j)\) with the smooth univariate functions \(g_j(x)\) obtained from a linear scatterplot smoother. Generalized version of these models are discussed, too. The single index model \(y=f(\beta^T x)+\varepsilon\) as well as multiple index models of the form \(y=f(\theta_1^T,\dots,\theta_m^T)+\varepsilon\) are discussed. Semiparametric models with a single and multiple nonparametric component are considered. The penalized least squares technique is compared to the Speckman approach to partial linear models with one unparameterized explanatory variable; see, e. g., \textit{P. Speckman}, J. R. Stat. Soc., Ser. B 50, No. 3, 413-436 (1988; Zbl 0671.62045). Further, generalized partial linear models are briefly mentioned.
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generalized additive models
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generalized linear models
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generalized partially linear models
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kernel smoothing
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nonparametric regression
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spline smoothing
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