# ESTIMATION AND VARIABLE SELECTION FOR GENERALIZED ADDITIVE PARTIAL LINEAR MODELS.

@article{Wang2011ESTIMATIONAV, title={ESTIMATION AND VARIABLE SELECTION FOR GENERALIZED ADDITIVE PARTIAL LINEAR MODELS.}, author={Li Wang and Xiang Liu and Hua Liang and Raymond J. Carroll}, journal={Annals of statistics}, year={2011}, volume={39 4}, pages={ 1827-1851 } }

We study generalized additive partial linear models, proposing the use of polynomial spline smoothing for estimation of nonparametric functions, and deriving quasi-likelihood based estimators for the linear parameters. We establish asymptotic normality for the estimators of the parametric components. The procedure avoids solving large systems of equations as in kernel-based procedures and thus results in gains in computational simplicity. We further develop a class of variable selection…

## 113 Citations

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