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.
Scopus Subject Areas
- Statistics and Probability
- Discrete Mathematics and Combinatorics
- Statistics, Probability and Uncertainty
- Central mean subspace
- Central subspace
- Dimension-reduction subspaces