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… 

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