A generalized linear model (GLM) is a regression model of the form
In the following we describe how to use the XploRe gplm quantlib for estimating generalized partial linear models. The gplm quantlib is highly related to the glm quantlib for GLM in XploRe. Names of routines and the functionality in both quantlibs correspond to each other. It is recommended to start reading with the GLM tutorial (Härdle, Klinke, and Müller; 2000, Chapter 7). Parts of the features which are also available in GLM are not explained in detail here.