Partially linear single-index beta regression model and score test

Weihua Zhao, Riquan Zhang, Zhensheng Huang and Jingyan Feng

Journal of Multivariate Analysis, 2012, vol. 103, issue 1, 116-123

Abstract: An important model in handling the multivariate data is the partially linear single-index regression model with a very flexible distribution--beta distribution, which is commonly used to model data restricted to some open intervals on the line. In this paper, the score test is extended to the partially linear single-index beta regression model. The penalized likelihood estimation based on P-spline is proposed. Based on the estimation, the score test statistics about varying dispersion parameter is given. Its asymptotical property is investigated. Both simulated examples are used to illustrate our proposed methods.

Keywords: Partially; linear; single-index; model; Beta; regression; P-spline; Penalized; likelihood; estimation; Score; test (search for similar items in EconPapers)
Date: 2012
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