Robust estimators in a generalized partly linear regression model under monotony constraints
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Publication:2177726
Order statistics; empirical distribution functions (62G30) Nonparametric robustness (62G35) Linear regression; mixed models (62J05) Applications of statistics to biology and medical sciences; meta analysis (62P10) Applications of statistics to economics (62P20) Numerical computation using splines (65D07)
Abstract: In this paper, we consider the situation in which the observations follow an isotonic generalized partly linear model. Under this model, the mean of the responses is modelled, through a link function, linearly on some covariates and nonparametrically on an univariate regressor in such a way that the nonparametric component is assumed to be a monotone function. A class of robust estimates for the monotone nonparametric component and for the regression parameter, related to the linear one, is defined. The robust estimators are based on a spline approach combined with a score function which bounds large values of the deviance. As an application, we consider the isotonic partly linear log--Gamma regression model. Through a Monte Carlo study, we investigate the performance of the proposed estimators under a partly linear log-Gamma regression model with increasing nonparametric component.
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