Cover Image

Testing parametric versus semiparametric modeling in generalized linear models

We consider a generalized partially linear model E(Y|X, T) = GX T β + m(T), where G is a known function, β is an unknown parameter vector, and m is an unknown function. We introduce a test statistic that allows one to decide between a parametric and a semiparametric model: (a) m is linear (i.e., m(t...

Full description

Saved in:
Bibliographic Details
Main Authors: Härdle, Wolfgang (Author) , Mammen, Enno (Author) , Müller, Marlene (Author)
Format: Article (Journal)
Language:English
Published: 1998
In: Journal of the American Statistical Association
Year: 1998, Volume: 93, Issue: 444, Pages: 1461-1474
ISSN:1537-274X
DOI:10.1080/01621459.1998.10473806
Online Access:Verlag, Volltext: http://dx.doi.org/10.1080/01621459.1998.10473806
Verlag, Volltext: https://doi.org/10.1080/01621459.1998.10473806
Verlag, kostenfrei, Volltext: http://www.jstor.org/stable/2670060?seq=1#page_scan_tab_contents
Verlag, kostenfrei, Volltext: http://www.jstor.org/stable/pdf/2670060.pdf?refreqid=excelsior%3A490697c9c6ebbd6c7d46036889271e9e
Verlag, kostenfrei, Volltext: http://www.tandfonline.com/doi/abs/10.1080/01621459.1998.10473806
Get full text
Author Notes:Wolfgang Härdle, Enno Mammen, Marlene Müller

MARC

LEADER 00000caa a2200000 c 4500
001 1569786178
003 DE-627
005 20220814072024.0
007 cr uuu---uuuuu
008 180213s1998 xx |||||o 00| ||eng c
024 7 |a 10.1080/01621459.1998.10473806  |2 doi 
035 |a (DE-627)1569786178 
035 |a (DE-576)499786173 
035 |a (DE-599)BSZ499786173 
035 |a (OCoLC)1340987106 
040 |a DE-627  |b ger  |c DE-627  |e rda 
041 |a eng 
084 |a 27  |2 sdnb 
100 1 |a Härdle, Wolfgang  |d 1953-  |e VerfasserIn  |0 (DE-588)110357116  |0 (DE-627)546377173  |0 (DE-576)165333545  |4 aut 
245 1 0 |a Testing parametric versus semiparametric modeling in generalized linear models  |c Wolfgang Härdle, Enno Mammen, Marlene Müller 
264 1 |c 1998 
300 |a 14 
336 |a Text  |b txt  |2 rdacontent 
337 |a Computermedien  |b c  |2 rdamedia 
338 |a Online-Ressource  |b cr  |2 rdacarrier 
500 |a Published online: 17 February 2012 
500 |a Gesehen am 13.02.2018 
520 |a We consider a generalized partially linear model E(Y|X, T) = GX T β + m(T), where G is a known function, β is an unknown parameter vector, and m is an unknown function. We introduce a test statistic that allows one to decide between a parametric and a semiparametric model: (a) m is linear (i.e., m(t) = t T γ for a parameter vector γ), and (b) m is a smooth (nonlinear) function. Under linearity (a), we show that the test statistic is asymptotically normal. Moreover, we prove that the bootstrap works asymptotically. Simulations suggest that (in small samples) the bootstrap outperforms the calculation of critical values from the normal approximation. The practical performance of the test is demonstrated in applications to data on East-West German migration and credit scoring. 
650 4 |a Binary choice models 
650 4 |a Bootstrap test 
650 4 |a Credit scoring 
650 4 |a Generalized linear models 
650 4 |a Migration 
650 4 |a Smoothed quasi-likelihood. 
700 1 |a Mammen, Enno  |d 1955-  |e VerfasserIn  |0 (DE-588)170668606  |0 (DE-627)060788658  |0 (DE-576)13153159X  |4 aut 
700 1 |a Müller, Marlene  |d 1964-  |e VerfasserIn  |0 (DE-588)171519175  |0 (DE-627)061728365  |0 (DE-576)132307464  |4 aut 
773 0 8 |i Enthalten in  |a American Statistical Association  |t Journal of the American Statistical Association  |d Abingdon : Taylor & Francis, 1922  |g 93(1998), 444, Seite 1461-1474  |h Online-Ressource  |w (DE-627)339869887  |w (DE-600)2064981-2  |w (DE-576)10311596X  |x 1537-274X  |7 nnas 
773 1 8 |g volume:93  |g year:1998  |g number:444  |g pages:1461-1474  |g extent:14  |a Testing parametric versus semiparametric modeling in generalized linear models 
856 4 0 |u http://dx.doi.org/10.1080/01621459.1998.10473806  |x Verlag  |x Resolving-System  |3 Volltext 
856 4 0 |u https://doi.org/10.1080/01621459.1998.10473806  |x Verlag  |3 Volltext 
856 4 0 |u http://www.jstor.org/stable/2670060?seq=1#page_scan_tab_contents  |x Verlag  |z kostenfrei  |3 Volltext 
856 4 0 |u http://www.jstor.org/stable/pdf/2670060.pdf?refreqid=excelsior%3A490697c9c6ebbd6c7d46036889271e9e  |x Verlag  |z kostenfrei  |3 Volltext 
856 4 0 |u http://www.tandfonline.com/doi/abs/10.1080/01621459.1998.10473806  |x Verlag  |z kostenfrei  |3 Volltext 
951 |a AR 
992 |a 20180213 
993 |a Article 
994 |a 1998 
998 |g 170668606  |a Mammen, Enno  |m 170668606:Mammen, Enno  |d 110000  |d 110200  |d 110000  |d 110400  |e 110000PM170668606  |e 110200PM170668606  |e 110000PM170668606  |e 110400PM170668606  |k 0/110000/  |k 1/110000/110200/  |k 0/110000/  |k 1/110000/110400/  |p 2 
999 |a KXP-PPN1569786178  |e 2998984835 
BIB |a Y 
SER |a journal 
JSO |a {"title":[{"title":"Testing parametric versus semiparametric modeling in generalized linear models","title_sort":"Testing parametric versus semiparametric modeling in generalized linear models"}],"person":[{"family":"Härdle","given":"Wolfgang","roleDisplay":"VerfasserIn","display":"Härdle, Wolfgang","role":"aut"},{"given":"Enno","family":"Mammen","role":"aut","roleDisplay":"VerfasserIn","display":"Mammen, Enno"},{"given":"Marlene","family":"Müller","role":"aut","roleDisplay":"VerfasserIn","display":"Müller, Marlene"}],"type":{"bibl":"article-journal","media":"Online-Ressource"},"note":["Published online: 17 February 2012","Gesehen am 13.02.2018"],"recId":"1569786178","language":["eng"],"origin":[{"dateIssuedKey":"1998","dateIssuedDisp":"1998"}],"id":{"eki":["1569786178"],"doi":["10.1080/01621459.1998.10473806"]},"name":{"displayForm":["Wolfgang Härdle, Enno Mammen, Marlene Müller"]},"physDesc":[{"extent":"14 S."}],"relHost":[{"title":[{"title_sort":"Journal of the American Statistical Association","subtitle":"JASA ; the premier journal of statistical science","title":"Journal of the American Statistical Association"}],"language":["eng"],"corporate":[{"role":"aut","display":"American Statistical Association","roleDisplay":"VerfasserIn"}],"recId":"339869887","type":{"bibl":"periodical","media":"Online-Ressource"},"disp":"American Statistical AssociationJournal of the American Statistical Association","note":["Gesehen am 29.09.22"],"titleAlt":[{"title":"JASA"}],"part":{"extent":"14","text":"93(1998), 444, Seite 1461-1474","volume":"93","issue":"444","pages":"1461-1474","year":"1998"},"pubHistory":["18.1922/23 - ; auch mit durchgehender Nr.-Zählung"],"id":{"issn":["1537-274X"],"zdb":["2064981-2"],"eki":["339869887"]},"origin":[{"publisherPlace":"Abingdon ; [Erscheinungsort nicht ermittelbar]","dateIssuedDisp":"1922-","dateIssuedKey":"1922","publisher":"Taylor & Francis ; Assoc."}],"physDesc":[{"extent":"Online-Ressource"}]}]} 
SRT |a HAERDLEWOLTESTINGPAR1998 

Similar Items