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

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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.

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Authors and Affiliations

  1. Institut für Statistik und Ökonometrie, Humboldt–Universität zu Berlin, Spandauer Str.1, D-10178, Berlin, Germany

    Marlene Müller

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  1. Marlene Müller
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Müller, M. Estimation and testing in generalized partial linear models—A comparative study. Statistics and Computing 11, 299–309 (2001). https://doi.org/10.1023/A:1011981314532

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  • DOI: https://doi.org/10.1023/A:1011981314532