Estimation and testing in generalized partial linear models—A comparative study

Abstract

A particular semiparametric model of interest is the generalized partial linear model (GPLM) which extends the generalized linear model (GLM) by a nonparametric component. The paper reviews different estimation procedures based on kernel methods as well as test procedures on the correct specification of this model (vs. a parametric generalized linear model). Simulations and an application to a data set on East–West German migration illustrate similarities and dissimilarities of the estimators and test statistics.