English, Article, Journal or magazine article edition: Generalized partially linear models Roberto Gutierrez

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Bookmark: http://trove.nla.gov.au/version/74234
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Generalized partially linear models
Author
  • Roberto Gutierrez
Physical Description
  • preprint
Notes
  • Partially linear models are linear regression models where one component is allowed to vary nonparametrically. Generalized partially linear models generalize this case from linear regression to the quasi-likelihood setting of standard GLIMs, thus encompassing a larger class models including logistic, Poisson, and Gamma regression. Although estimation for these models is possible in official Stata via fractional polynomials, this approach is entirely nonparametric and uses a local-linear smooth to estimate the "nonlinear" component. The Stata command gplm for fitting generalized partially linear models is discussed and demonstrated.
  • RePEc:boc:dsug04:6
Language
  • English
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