IDEAS home Printed from https://ideas.repec.org/p/cor/louvco/1992037.html
   My bibliography  Save this paper

Nonparametric approaches to generalized linear models

Author

Listed:
  • HÄRDLE, Wolfgang
  • TURLACH, Berwin

Abstract

In this paper we investigate the gains of using nonparametric estimation methods in a family of models related to Generalised Linear Models. We focus especially on discrete choice models. We give an overview on different nonparametric and semiparametric approaches in this setting. In particular we discuss estimation methods such as average derivative estimation (ADE), semiparametric weighted least squares (Single Index Models, SIM), Projection Pursuit Regression (PPR) and Generalized Additive Models (GAM). Their performance in practice and theory is compared.

Suggested Citation

  • HÄRDLE, Wolfgang & TURLACH, Berwin, 1992. "Nonparametric approaches to generalized linear models," LIDAM Discussion Papers CORE 1992037, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Handle: RePEc:cor:louvco:1992037
    as

    Download full text from publisher

    File URL: https://sites.uclouvain.be/core/publications/coredp/coredp1992.html
    Download Restriction: no
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Müller, Marlene, 1997. "Computer-assisted generalized partial linear models," SFB 373 Discussion Papers 1997,48, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cor:louvco:1992037. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Alain GILLIS (email available below). General contact details of provider: https://edirc.repec.org/data/coreebe.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.