Model averaging procedure for partially linear single-index models
نویسندگان
چکیده
منابع مشابه
Generalized Partially Linear Single-Index Models
The typical generalized linear model for a regression of a response Y on predictors (X;Z) has conditional mean function based upon a linear combination of (X;Z). We generalize these models to have a nonparametric component, replacing the linear combination T 0 X + T 0 Z by 0( T 0 X) + T 0 Z, where 0( ) is an unknown function. We call these generalized partially linear single-index models (GPLSI...
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ژورنال
عنوان ژورنال: Journal of Statistical Planning and Inference
سال: 2013
ISSN: 0378-3758
DOI: 10.1016/j.jspi.2013.05.002