Estimating directions in extending generalized partially linear single-index models

Xiangrong Yin; Lixing ZHU

doi:10.1198/106186007X204140

Estimating directions in extending generalized partially linear single-index models

Xiangrong Yin^*, Lixing ZHU

^*Corresponding author for this work

Department of Mathematics

Research output: Contribution to journal › Journal article › peer-review

5 Citations (Scopus)

Abstract

This article develops an estimation method for generalized partially linear single-index models that can be extended to multi-index models that deal with two sets of predictors. We provide theoretical justification for the method. Illustrative examples are also presented.

Original language	English
Pages (from-to)	330-349
Number of pages	20
Journal	Journal of Computational and Graphical Statistics
Volume	16
Issue number	2
DOIs	https://doi.org/10.1198/106186007X204140
Publication status	Published - Jun 2007

User-Defined Keywords

Central mean subspace
Central subspace
Dimension-reduction subspaces

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10.1198/106186007X204140

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abstract = "This article develops an estimation method for generalized partially linear single-index models that can be extended to multi-index models that deal with two sets of predictors. We provide theoretical justification for the method. Illustrative examples are also presented.",

keywords = "Central mean subspace, Central subspace, Dimension-reduction subspaces",

author = "Xiangrong Yin and Lixing ZHU",

note = "Funding Information: The authors thank the editor, the associate editor, and two referees whose suggestions and comments led to a greatly improved article. Zhu{\textquoteright}s work was supported in part by a grant (HKBU 7058/05P) from the Research Grants Council of Hong Kong, Hong Kong, China.",

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AU - ZHU, Lixing

N1 - Funding Information: The authors thank the editor, the associate editor, and two referees whose suggestions and comments led to a greatly improved article. Zhu’s work was supported in part by a grant (HKBU 7058/05P) from the Research Grants Council of Hong Kong, Hong Kong, China.

PY - 2007/6

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N2 - This article develops an estimation method for generalized partially linear single-index models that can be extended to multi-index models that deal with two sets of predictors. We provide theoretical justification for the method. Illustrative examples are also presented.

AB - This article develops an estimation method for generalized partially linear single-index models that can be extended to multi-index models that deal with two sets of predictors. We provide theoretical justification for the method. Illustrative examples are also presented.

KW - Central mean subspace

KW - Central subspace

KW - Dimension-reduction subspaces

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M3 - Journal article

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JO - Journal of Computational and Graphical Statistics

JF - Journal of Computational and Graphical Statistics

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Estimating directions in extending generalized partially linear single-index models

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