Title: Generalised partially linear models with unknown link
Authors: Sollie Millard - University of Pretoria (South Africa)
Mohammad Arashi - Ferdowsi University of Mashhad (Iran)
Frans Kanfer - University of Pretoria (South Africa) [presenting]
Abstract: An extension of the generalised partial linear model (GPLM) is considered. We develop a methodology to estimate regression coefficients in a mixture of GPLMs by approximating the nonparametric component using a B-spline function. We assume no information about the link function, except an initial guess. The link function is updated through the estimation procedure as the model parameters are estimated. A semiparametric setup of the GPLMs and mixture of GPLMs is considered. An application using simulated data is also considered.