AN ANALYSIS OF TRANSFORMATIONS FOR ADDITIVE NONPARAMETRIC REGRESSION

Authors
LINTON OB CHEN R WANG NS HARDLE W
Citation
Ob. Linton et al., AN ANALYSIS OF TRANSFORMATIONS FOR ADDITIVE NONPARAMETRIC REGRESSION, Journal of the American Statistical Association, 92(440), 1997, pp. 1512-1521
Citations number
49
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Journal of the American Statistical Association → ACNP
Volume
92
Issue
440
Year of publication
1997
Pages
1512 - 1521
Database
ISI
SICI code
Abstract
We consider a nonparametric regression model with a parametric family of dependent variable transformations, one of which induces additive c ovariate effects. We estimate the additive regression effects using th e integration method and estimate the transformation parameter from a profiled instrumental variable and pseudolikelihood criterion. The asy mptotic distributions of the parameter and regression estimates are gi ven. The practical performance is investigated via an application.