Bootstrap Inference in Semiparametric Generalized Additive Models

@inproceedings{Hardle2011BootstrapII,
  title={Bootstrap Inference in Semiparametric Generalized Additive Models},
  author={Wolf gang Hardle and Sylvie Huet and Enno Mammen and Stefan Sperlich},
  year={2011}
}
-----------------------------Semiparametric generalized additive models are a powerful tool in quantitative econometrics. With response Y, covariates X, T the model is E(yIX;T) = G {XT JHa+ml(T1) + ... + I1ld(Td)}. Here, G is a known link, a, J3 are unknown parameters, and ml, ... , I1ld are unknown (smooth) functions of possibly higher dimensional covariates T}, ... , T d. Estimates of m}, ... , 11ld, a and J3 are presented and asymptotic distribution theory for both the nonparametric and the… CONTINUE READING
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