Nonparametric estimation of the link function including variable selection
نویسندگان
چکیده
منابع مشابه
Nonparametric estimation of the link function including variable selection
Nonparametric methods for the estimation of the link function in generalized linear models are able to avoid bias in the regression parameters. But for the estimation of the link typically the full model, which includes all predictors, has been used. When the number of predictors is large these methods fail since the full model can not be estimated. In the present article a boosting type method...
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ژورنال
عنوان ژورنال: Statistics and Computing
سال: 2011
ISSN: 0960-3174,1573-1375
DOI: 10.1007/s11222-011-9246-z