Analysis of Deviance in Generalized Partial Linear Models

We develop analysis of deviance tools for generalized partial linear models based on local polynomial fitting. Assuming a canonical link, we propose expressions for both local and global analysis of deviance, which admit an additivity property that reduces to ANOVA decompositions in the Gaussian case. Chi-square tests based on integrated likelihood functions are proposed to formally test whether the non-parametric term is significant. Simulation results are shown to illustrate the proposed chi-square tests. The methodology is applied to German Bundesbank Federal Reserve data

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Year of publication:	2017
Authors:	Härdle, Wolfgang
Other Persons:	Huang, Li-Shan (contributor)
Publisher:	[2017]: [S.l.] : SSRN
Subject:	Theorie \| Theory \| Regressionsanalyse \| Regression analysis \| Nichtparametrisches Verfahren \| Nonparametric statistics

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