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Semiparametric multiple kernel estimators and model diagnostics for count regression functions

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  • Lamia Djerroud
  • Tristan Senga Kiessé
  • Smail Adjabi

Abstract

This study concerns semiparametric approaches to estimate discrete multivariate count regression functions. The semiparametric approaches investigated consist of combining discrete multivariate nonparametric kernel and parametric estimations such that (i) a prior knowledge of the conditional distribution of model response may be incorporated and (ii) the bias of the traditional nonparametric kernel regression estimator of Nadaraya-Watson may be reduced. We are precisely interested in combination of the two estimations approaches with some asymptotic properties of the resulting estimators. Asymptotic normality results were showed for nonparametric correction terms of parametric start function of the estimators. The performance of discrete semiparametric multivariate kernel estimators studied is illustrated using simulations and real count data. In addition, diagnostic checks are performed to test the adequacy of the parametric start model to the true discrete regression model. Finally, using discrete semiparametric multivariate kernel estimators provides a bias reduction when the parametric multivariate regression model used as start regression function belongs to a neighborhood of the true regression model.

Suggested Citation

  • Lamia Djerroud & Tristan Senga Kiessé & Smail Adjabi, 2020. "Semiparametric multiple kernel estimators and model diagnostics for count regression functions," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 49(9), pages 2131-2157, May.
  • Handle: RePEc:taf:lstaxx:v:49:y:2020:i:9:p:2131-2157
    DOI: 10.1080/03610926.2019.1568488
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