Medizinische Universität Graz Austria/Österreich - Forschungsportal - Medical University of Graz
Gewählte Publikation:
Schimek, MG.
Non- and semiparametric alternatives to generalized linear models
COMPUTATION STAT 1997 12: 173-191.
Web of Science
- Führende Autor*innen der Med Uni Graz
- Schimek Michael
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- Abstract:
- Additive and Generalized Additive Models (GAM) are discussed as completely nonparametric alternatives to Generalized Linear Models (GLM). Single Index Models (SIM) are reviewed as a means of nonparametrically specifying the link function in GLMs. Semiparametric models with a single as well as a multiple nonparametric component are considered in some detail. The penalized least squares technique is compared to Speckman's approach to partial linear models with one unparameterized explanatory variable. Further Generalized Partial Linear Models (GPLM) are briefly mentioned. For a multiple nonparametric component a thin plate spline approach and for a dependent vector variable a vector spline approach is discussed.
- Find related publications in this database (Keywords)
- average derivative
- Generalized Additive Model
- Generalized Linear Model
- Generalized Partial Linear Model
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- kernel smoothing
- link function
- local polynomial fitting
- nonparametric regression
- penalized least squares
- quasi-likeliho