Estimation of additive regression models with known links

SUMMARY We consider estimation of an additive nonparametric regression model with known link function. The asymptotic distribution of this regression estimate is given. The practical performance is investigated via an application to the study of migration between East and West Germany.

[1]  Wassily Leontief,et al.  Introduction to a Theory of the Internal Structure of Functional Relationships , 1947 .

[2]  Thomas J. Rothenberg,et al.  Efficient estimation with a priori information , 1974 .

[3]  C. J. Stone,et al.  Optimal Rates of Convergence for Nonparametric Estimators , 1980 .

[4]  C. J. Stone,et al.  Optimal Global Rates of Convergence for Nonparametric Regression , 1982 .

[5]  David R. Cox,et al.  Some remarks on overdispersion , 1983 .

[6]  C. J. Stone,et al.  Additive Regression and Other Nonparametric Models , 1985 .

[7]  J. Friedman,et al.  Estimating Optimal Transformations for Multiple Regression and Correlation. , 1985 .

[8]  R. Tibshirani,et al.  Local Likelihood Estimation , 1987 .

[9]  P. Robinson ROOT-N-CONSISTENT SEMIPARAMETRIC REGRESSION , 1988 .

[10]  P. Hall On Projection Pursuit Regression , 1989 .

[11]  R. Tibshirani,et al.  Linear Smoothers and Additive Models , 1989 .

[12]  P. McCullagh,et al.  Generalized Linear Models, 2nd Edn. , 1990 .

[13]  Jack Cuzick,et al.  Efficient Estimates in Semiparametric Additive Regression Models with Unknown Error Distribution , 1992 .

[14]  W. Newey,et al.  Kernel Estimation of Partial Means and a General Variance Estimator , 1994, Econometric Theory.

[15]  Jianqing Fan Design-adaptive Nonparametric Regression , 1992 .

[16]  John A. Nelder,et al.  Generalized linear models. 2nd ed. , 1993 .

[17]  Dag Tjøstheim,et al.  Nonparametric Identification of Nonlinear Time Series: Projections , 1994 .

[18]  Jianqing Fan,et al.  Local polynomial kernel regression for generalized linear models and quasi-likelihood functions , 1995 .