Journal of Guangxi Normal University(Natural Science Edition) ›› 2022, Vol. 40 ›› Issue (1): 108-124.doi: 10.16088/j.issn.1001-6600.2021060909

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Estimation of the Mixed Generalized Partially Linear Additive Model

REN Shuai, CHENG Wenhui, ZHOU Jie*   

  1. School of Mathematical Sciences, Capital Normal University, Beijing 100048, China
  • Received:2021-06-09 Revised:2021-07-07 Online:2022-01-25 Published:2022-01-24

Abstract: The generalized partially linear additive model has two parts: a parametric part and a non-parametric part. Different link functions can be applied to different situations. So it is a very flexible statistical model. The finite mixture model is an effective tool for studying heterogeneous populations, which has strong expansibility. With the improvement of computing power, it has been widely used. In this paper, mixture of generalized additive partial linear model (MGAPLM) is proposed by combining these two models. First, definition of the model and the identifiability results under some regular conditions are presented. Then the spline-backfitted-kernel (SBK) method that combines the spline and the kernel method is used to estimate the parameters and non-parametric function in the model. Furthermore, the asymptotic property of the estimator is given. In order to test whether the proposed model is effective, a model checking method is proposed under the normal distribution and the binomial distribution. Numerical simulation is carried out to show the performance of the estimator with a finite sample size. Finally, the proposed method is applied to economic data and obtain the specific form of the model.

Key words: generalized additive partial linear models, spline, mixture models, EM algorithm, SBK method

CLC Number: 

  • O212.7
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