1997
DOI: 10.2139/ssrn.544
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Testing Parametric versus Semiparametric Modelling in Generalized Linear Models

Abstract: We consider a generalized partially linear model E(Y jX T) = GfX T +m(T)g where G is a known function, is an unknown parameter vector, and m is an unknown function. The paper introduces a test statistic which allows to decide between a parametric and a semiparametric model: (i) m is linear, i.e. m(t) = t T for a parameter vector , (i i) m is a smooth (nonlinear) function. Under linearity (i) it is shown that the test statistic is asymptotically normal. Moreover, it is proved that the bootstrap works asymptotic… Show more

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Cited by 21 publications
(24 citation statements)
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“…Ovary development was analysed using the generalized linear/nonlinear models (GLZ) module in Statistica 9.0 (Institute 2004), specifying a Poisson distribution and a log link function, which is a semi-parametric statistical test (Härdle et al 1996). Colony was a random effect and experimental group was a fixed effect.…”
Section: Discussionmentioning
confidence: 99%
“…Ovary development was analysed using the generalized linear/nonlinear models (GLZ) module in Statistica 9.0 (Institute 2004), specifying a Poisson distribution and a log link function, which is a semi-parametric statistical test (Härdle et al 1996). Colony was a random effect and experimental group was a fixed effect.…”
Section: Discussionmentioning
confidence: 99%
“…The fitted spline is then obtained as the BLUE (best linear unbiased) and BLUP (best linear unbiased predictor) solutions of the mixed model (see [13]) where Ub is the linear part and the smooth term is approximated by Xβ + Zξ. For our study 1000 random vectors were generated from (18) for each value of edf = 2, 4,6,8,10,15,20,25,30 with the corresponding σ 2 ξ . We took X = (1, x), x = (1, 2, .…”
Section: A Simulation Studymentioning
confidence: 99%
“…Statistical inference of semiparametric regression models have been considered by several authors. However, most of the references concentrate on the methods for independent data (see e.g [1,2,5] and [7] for linear models and [10] and [11] for generalized linear models). For dependent data, we may refer to [20] who have considered statistical inference under the semiparametric additive model framework.…”
Section: Introductionmentioning
confidence: 99%
“…In similar cases the normal approximation does not perform well (see e.g. Hiirdle, Mammen and Miiller, 1998), we thus propose using the boots trap for the calculation of critical values of the test statistic R. The boots trap estimate of the distribution of R is given by the conditional distribution of the test statistic R*, where R* is defined as follows.…”
Section: Bootstrap Applications In Generalized Additive Modelsmentioning
confidence: 99%
“…Equations (A3.11) and (A3.12) follow from a slight modification of Lemma A3.3 and Corollary A3.4 in Hardle, Mammen and Miiller (1998). There it has been assumed that the likelihood is maximized for {3 in a neighborhood of {3o with radius PI, see assumption (A7) in Hardle, Mammen and MUller (1998).…”
Section: I3eb N Nmentioning
confidence: 99%