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Polynomial Spline Estimation for A Generalized Additive Coefficient Model

机译:广义加法系数模型的多项式样条估计

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摘要

We study a semiparametric generalized additive coefficient model, in which linear predictors in the conventional generalized linear models is generalized to unknown functions depending on certain covariates, and approximate the nonparametric functions by using polynomial spline. The asymptotic expansion with optimal rates of convergence for the estimators of the nonparametric part is established. Semiparametric generalized likelihood ratio test is also proposed to check if a nonparametric coefficient can be simplified as a parametric one. A conditional bootstrap version is suggested to approximate the distribution of the test under the null hypothesis. Extensive Monte Carlo simulation studies are conducted to examine the finite sample performance of the proposed methods. We further apply the proposed model and methods to a data set from a human visceral Leishmaniasis (HVL) study conduced in Brazil from 1994 to 1997. Numerical results outperform the traditional generalized linear model and the proposed generalized additive coefficient model is preferable.
机译:我们研究了半参数广义加性系数模型,其中,常规广义线性模型中的线性预测变量根据某些协变量被广义化为未知函数,并使用多项式样条近似非参数函数。为非参数部分的估计量建立了具有最优收敛速度的渐近展开。还提出了半参数广义似然比检验,以检验是否可以将非参数系数简化为参数系数。建议使用有条件的引导程序版本来近似零假设下的测试分布。进行了广泛的蒙特卡洛模拟研究,以检验所提出方法的有限样本性能。我们进一步将所提出的模型和方法应用于1994年至1997年在巴西进行的人类内脏利什曼病(HVL)研究的数据集。数值结果优于传统的广义线性模型,所提出的广义加性系数模型更为可取。

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