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0.0.1 #1
0.0.1 #1
Generalized Partial Linear Models
1. Estimating GPLMs
1.1 Models
1.2 Semiparametric Likelihood
1.2.0.1 Profile Likelihood
1.2.0.2 Generalized Speckman Estimator
1.2.0.3 Backfitting
2. Data Preparation
2.1 General
2.2 Credit Scoring Example
3. Computing GPLM Estimates
3.1 Estimation
3.2 Estimation in Expert Mode
4. Options
4.1 Setting Options
4.2 Grid and Starting Values
4.3 Weights and Offsets
4.4 Control Parameters
4.5 Model Parameters
4.6 Specification Test
4.7 Output Modification
5. Statistical Evaluation and Presentation
5.1 Statistical Characteristics
5.2 Output Display
5.3 Model selection
Bibliography