Search Results - subject:"link function"

Using the softplus function to construct alternative link functions in generalized linear models and beyond

Wiemann, Paul F. V.; Kneib, Thomas; Hambuckers, Julien - In: Statistical Papers 65 (2023) 5, pp. 3155-3180

Response functions that link regression predictors to properties of the response distribution are fundamental components in many statistical models. However, the choice of these functions is typically based on the domain of the modeled quantities and is usually not further scrutinized. For...

Persistent link: https://www.econbiz.de/10015207120

Using the softplus function to construct alternative link functions in generalized linear models and beyond

Wiemann, Paul F. V.; Kneib, Thomas; Hambuckers, Julien - In: Statistical Papers 65 (2023) 5, pp. 3155-3180

Persistent link: https://www.econbiz.de/10015400876

Analysis of deviance in generalized partial linear models

Härdle, Wolfgang Karl; Huang, Li-shan - 2013

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...

Persistent link: https://www.econbiz.de/10010318740

Analysis of Deviance in Generalized Partial Linear Models

Härdle, Wolgang Karl; Huang, Li-Shan - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2013

Persistent link: https://www.econbiz.de/10010662686

Aggregating Credit and Market Risk: The Impact of Model Specification

Lucas, Andre; Verhoef, Bastiaan - 2012

probit link function for typical structural models, or the exponential (Poisson) link function for typical reduced form …

Persistent link: https://www.econbiz.de/10010326345

Aggregating Credit and Market Risk: The Impact of Model Specification

Lucas, Andre; Verhoef, Bastiaan - Tinbergen Instituut - 2012

probit link function for typical structural models, or the exponential (Poisson) link function for typical reduced form …

Persistent link: https://www.econbiz.de/10011256003

Aggregating credit and market risk : the impact of model specification

Lucas, André; Verhoef, Bastiaan - 2012

Persistent link: https://www.econbiz.de/10010191011

Oracally efficient two-step estimation of generalized additive model

Liu, Rong; Yang, Lijian; Härdle, Wolfgang Karl - 2011

Generalized additive models (GAM) are multivariate nonparametric regressions for non-Gaussian responses including binary and count data. We propose a spline-backfitted kernel (SBK) estimator for the component functions. Our results are for weakly dependent data and we prove oracle efficiency....

Persistent link: https://www.econbiz.de/10010281480

Oracally Efficient Two-Step Estimation of Generalized Additive Model

Liu, Rong; Yang, Lijian; Härdle, Wolfgang Karl - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2011

Persistent link: https://www.econbiz.de/10008861891

Poisson Autoregression

Fokianos, Konstantinos; Rahbek, Anders; Tjøstheim, Dag - School of Economics and Management, University of Aarhus - 2009

, non- canonical link function, observation driven models, Poisson regression, `-irreducibility. JEL classification: C51, C … counts but with an identity link–that is a non canonical link function. The second class of models generalizes (1) by … distribution which belongs to the exponential family of distributions. The link function is taken to be the identity while the …

Persistent link: https://www.econbiz.de/10005198856