Estimation and testing in generalized partial linear models—A comparative study

Authors:
Marlene Müller
Affiliations:
Institut für Statistik und Ökonometrie, Humboldt–Universität zu Berlin, Spandauer Str.1, D-10178 Berlin, Germany
Venue:
Statistics and Computing
Year:
2001

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Abstract

A particular semiparametric model of interest is the generalized partial linear model (GPLM) which extends the generalized linear model (GLM) by a nonparametric component.The paper reviews different estimation procedures based on kernel methods as well as test procedures on the correct specification of this model (vs. a parametric generalized linear model). Simulations and an application to a data set on East–West German migration illustrate similarities and dissimilarities of the estimators and test statistics.