Identifiability of single-index models and additive-index models

We provide a proof for the identifiability for both single-index models and partially linear single-index models assuming only the continuity of the regression function, a condition much weaker than the differentiability conditions assumed in the existing literature. Our discussion is then extended to the identifiability of the additive-index models. Copyright 2007, Oxford University Press.

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Year of publication:	2007
Authors:	Lin, Wei ; Kulasekera, K. B.
Published in:	Biometrika. - Biometrika Trust, ISSN 0006-3444. - Vol. 94.2007, 2, p. 496-501
Publisher:	Biometrika Trust

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Extent:	application/pdf
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005743510