An analysis of transformations for additive nonparametric regression

Oliver B. Linton; Rong Chen; Naiysin Wang; Wolfgang Härdle

doi:10.1080/01621459.1997.10473673

An analysis of transformations for additive nonparametric regression

Oliver B. Linton, Rong Chen, Naiysin Wang, Wolfgang Härdle

Research output: Contribution to journal › Article › peer-review

23 Scopus citations

Abstract

We consider a nonparametric regression model with a parametric family of dependent variable transformations, one of which induces additive covariate effects. We estimate the additive regression effects using the integration method and estimate the transformation parameter from a profiled instrumental variable and pseudolikelihood criterion. The asymptotic distributions of the parameter and regression estimates are given. The practical performance is investigated via an application.

Original language	English (US)
Pages (from-to)	1512-1521
Number of pages	10
Journal	Journal of the American Statistical Association
Volume	92
Issue number	440
DOIs	https://doi.org/10.1080/01621459.1997.10473673
State	Published - Dec 1 1997
Externally published	Yes

All Science Journal Classification (ASJC) codes

Statistics and Probability
Statistics, Probability and Uncertainty

Keywords

Box-Cox transformation
Dimensionality reduction
Kernels

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10.1080/01621459.1997.10473673

Cite this

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title = "An analysis of transformations for additive nonparametric regression",

abstract = "We consider a nonparametric regression model with a parametric family of dependent variable transformations, one of which induces additive covariate effects. We estimate the additive regression effects using the integration method and estimate the transformation parameter from a profiled instrumental variable and pseudolikelihood criterion. The asymptotic distributions of the parameter and regression estimates are given. The practical performance is investigated via an application.",

keywords = "Box-Cox transformation, Dimensionality reduction, Kernels",

author = "Linton, {Oliver B.} and Rong Chen and Naiysin Wang and Wolfgang H{\"a}rdle",

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T1 - An analysis of transformations for additive nonparametric regression

AU - Linton, Oliver B.

AU - Chen, Rong

AU - Wang, Naiysin

AU - Härdle, Wolfgang

PY - 1997/12/1

Y1 - 1997/12/1

N2 - We consider a nonparametric regression model with a parametric family of dependent variable transformations, one of which induces additive covariate effects. We estimate the additive regression effects using the integration method and estimate the transformation parameter from a profiled instrumental variable and pseudolikelihood criterion. The asymptotic distributions of the parameter and regression estimates are given. The practical performance is investigated via an application.

AB - We consider a nonparametric regression model with a parametric family of dependent variable transformations, one of which induces additive covariate effects. We estimate the additive regression effects using the integration method and estimate the transformation parameter from a profiled instrumental variable and pseudolikelihood criterion. The asymptotic distributions of the parameter and regression estimates are given. The practical performance is investigated via an application.

KW - Box-Cox transformation

KW - Dimensionality reduction

KW - Kernels

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U2 - 10.1080/01621459.1997.10473673

DO - 10.1080/01621459.1997.10473673

M3 - Article

AN - SCOPUS:0031321072

SN - 0162-1459

VL - 92

SP - 1512

EP - 1521

JO - Journal of the American Statistical Association

JF - Journal of the American Statistical Association

IS - 440

ER -

An analysis of transformations for additive nonparametric regression

Abstract

All Science Journal Classification (ASJC) codes

Keywords

Access to Document

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