{"title":"Semiparametric additive regression","authors":"J. Cuzick","doi":"10.1111/J.2517-6161.1992.TB01455.X","DOIUrl":null,"url":null,"abstract":"A simple estimator for β is proposed for the model y=x'β+g(1)+error, g smooth but unknown. The approach is to approximate the estimating equation obtained from a semiparametric likelihood and in the simplest case reduces to minimizing the distance between the pseudoresiduals y-x'β and a local linear cross-validated estimate of them. When the errors are independent with finite variance, the bias and variance of the estimate are computed and compared against the least squares estimate with g known","PeriodicalId":17425,"journal":{"name":"Journal of the royal statistical society series b-methodological","volume":null,"pages":null},"PeriodicalIF":0.0000,"publicationDate":"1992-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"91","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of the royal statistical society series b-methodological","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1111/J.2517-6161.1992.TB01455.X","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 91
Abstract
A simple estimator for β is proposed for the model y=x'β+g(1)+error, g smooth but unknown. The approach is to approximate the estimating equation obtained from a semiparametric likelihood and in the simplest case reduces to minimizing the distance between the pseudoresiduals y-x'β and a local linear cross-validated estimate of them. When the errors are independent with finite variance, the bias and variance of the estimate are computed and compared against the least squares estimate with g known
京公网安备 11010802042870号
京ICP备2023020795号-1
分享
求助内容：
应助结果提醒方式：
扫码关注我们
