Gonzalez-Manteiga, Wenceslao; Henry, Guillermo; … - In: Journal of Applied Statistics 39 (2012) 8, pp. 1797-1809
In partly linear models, the dependence of the response <italic>y</italic> on (<bold>x</bold> -super-T, <italic>t</italic>) is modeled through the relationship <italic>y</italic>=<bold>x</bold> -super-T <bold>β</bold>+<italic>g</italic>(<italic>t</italic>)+ϵ, where ϵ is independent of (<bold>x</bold> -super-T, <italic>t</italic>). We are interested in developing an estimation procedure that allows us to combine the flexibility of the partly...