Robust estimates in generalized partially linear models

By Graciela Boente, Xuming He, Jianhui Zhou. 2006

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In this paper, we introduce a family of robust estimates for the parametric and nonparametric components under a generalized partially linear model, where the data are modeled by y i |(x i ,t i ) ∼ F(,μi) with μi, = H(η(t i ) +X T i β), for some known distribution function F and link function H. It is shown that the estimates of β are root-n consistent and asymptotically normal. Through a Monte Carlo study, the performance of these estimators is compared with that of the classical ones.

Subfields: Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/cdeecbc7adf379da90f2bdcc6fadb0dfe0fcf10f