Local influence analysis for penalized Gaussian likelihood estimation in partially linear single-index models |
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| Authors: | Qingming Zou Zhongyi Zhu Jinglong Wang |
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| Institution: | 1.Department of Statistics,East China Normal University,Shanghai,People’s Republic of China;2.College of Economics and Management,Nanhua University,Hengyang,People’s Republic of China;3.Department of Statistics,Fudan University,Shanghai,People’s Republic of China |
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| Abstract: | Single-index model is a potentially tool for multivariate nonparametric regression, generalizes both the generalized linear
models(GLM) and the missing-link function problem in GLM. In this paper, we extend Cook’s local influence analysis to the
penalized Gaussian likelihood estimator based on P-spline for the partially linear single-index model. Some influence measures,
based on the minor perturbation of the model, are derived for the penalized least squares estimation. An illustrative example
is also presented. |
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