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Missing link in generalized linear problems. (Lien non spécifié dans les modèles linéaires généralisés.) (French) Zbl 0972.62535
Summary: This paper is a survey of the methods dealing with missing link problems in generalized linear models. We specialize in the nonparametric approach when the link function is estimated by a kernel regression estimator. We then define an estimator for the regression coefficients, using pseudo-maximum-likelihood methods. We derive the properties of this estimator and we present a numerical algorithm for its computation. We perform numerical comparisons of these estimators with semiparametric or nonparametric estimators. In a binary response model, the simulation results give some insight into the performances of the pseudo-maximum-likelihood estimator.
MSC:
62J12 Generalized linear models (logistic models)
62G05 Nonparametric estimation
Software:
GLIM
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References:
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