Generalized partially linear varying coefficient models with multiple smoothing variables

초록

This paper is concerned with semiparametric efficient estimation of a generalized partially linear varying coefficient model. The model studied in this paper is very flexible, accommodating various nonlinear relations between the response variable and a set of predictor variables. It is a structured regression model and is particularly useful in dealing with a discrete response variable. We apply the smooth backfltting technique to estimate the nonparametric part of the model and employ the profiling approach to obtain a semiparametric efficient estimator of the parametric part. (C) 2013 The Korean Statistical Society. Published by Elsevier B.V. All rights reserved.

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