[go: up one dir, main page]
IDEAS home Printed from https://ideas.repec.org/p/cte/wsrepe/10079.html
   My bibliography  Save this paper

Bootstrap inference in semiparametric generalized additive models

Author

Listed:
  • Hardle, Wolfgang
  • Huet, Sylvie
  • Mammen, Enno
Abstract
Semiparametric generalized additive models are a powerful tool in quantitative econometrics. The main focus is the application of bootstrap methods. It is shown that bootstrap can be used for bias correction, hypothesis testing (e.g. component-wise analysis) and the construction of uniform confidence bands. Various bootstrap tests for model specification and parametrization are given, in particular for testing additivity and link function specification. The practical performance of our methods is illustrated in simulations and in an application to East-West German migration.

Suggested Citation

  • Hardle, Wolfgang & Huet, Sylvie & Mammen, Enno, 2000. "Bootstrap inference in semiparametric generalized additive models," DES - Working Papers. Statistics and Econometrics. WS 10079, Universidad Carlos III de Madrid. Departamento de Estadística.
    • Handle: RePEc:cte:wsrepe:10079
    as

    Download full text from publisher

    File URL: https://e-archivo.uc3m.es/rest/api/core/bitstreams/60e59306-42de-44ff-a43a-c01594f5a8ba/content
    Download Restriction: no
    ---><---

    Other versions of this item:

    References listed on IDEAS

    as
    1. Fan, J. & Härdle, Wolfgang & Mammen, Enno, 1996. "Direct estimation of low dimensional components in additive models," SFB 373 Discussion Papers 1996,17, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    2. Härdle, Wolfgang & Mammen, Enno & Müller, Maike, 1996. "Testing Parametric versus Semiparametric Modelling in Generalized Linear Models," SFB 373 Discussion Papers 1996,28, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    3. Michael C. Burda & Wolfgang Härdle & Marlene Müller & Axel Werwatz, 1998. "Semiparametric analysis of German East-West migration intentions: facts and theory," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 13(5), pages 525-541.
    4. HÄRDLE, Wolfgang & DIAS PROENCA, sabel M., 1993. "A Bootstrap Test for Single Index Models," LIDAM Discussion Papers CORE 1993025, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    5. Oliver Linton & E. Mammen & J. Nielsen, 1997. "The Existence and Asymptotic Properties of a Backfitting Projection Algorithm Under Weak Conditions," Cowles Foundation Discussion Papers 1160, Cowles Foundation for Research in Economics, Yale University.
    6. Fuss, Melvyn & McFadden, Daniel, 1978. "Production Economics: A Dual Approach to Theory and Applications (II): Applications of the Theory of Production," History of Economic Thought Books, McMaster University Archive for the History of Economic Thought, volume 2, number fuss1978a.
    7. (ed.), 1992. "Index," Books, Edward Elgar Publishing, number 1241.
    8. Fuss, Melvyn & McFadden, Daniel (ed.), 1978. "Production Economics: A Dual Approach to Theory and Applications," Elsevier Monographs, Elsevier, edition 1, number 9780444850133.
    9. Stefan Sperlich & Oliver Linton & Wolfgang Härdle, 1999. "Integration and backfitting methods in additive models-finite sample properties and comparison," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 8(2), pages 419-458, December.
    10. Fuss, Melvyn & McFadden, Daniel & Mundlak, Yair, 1978. "A Survey of Functional Forms in the Economic Analysis of Production," Histoy of Economic Thought Chapters, in: Fuss, Melvyn & McFadden, Daniel (ed.),Production Economics: A Dual Approach to Theory and Applications, volume 1, chapter 4, McMaster University Archive for the History of Economic Thought.
    11. Burda, Michael C., 1993. "The determinants of East-West German migration: Some first results," European Economic Review, Elsevier, vol. 37(2-3), pages 452-461, April.
    12. Fuss, Melvyn & McFadden, Daniel, 1978. "Production Economics: A Dual Approach to Theory and Applications (I): The Theory of Production," History of Economic Thought Books, McMaster University Archive for the History of Economic Thought, volume 1, number fuss1978.
    13. Chunrong Ai, 1997. "A Semiparametric Maximum Likelihood Estimator," Econometrica, Econometric Society, vol. 65(4), pages 933-964, July.
    14. Härdle, W.K. & Mammen, E. & Müller, M.D., 1996. "Testing Parametric versus Semiparametric Modelling in Generalized Linear Models," Discussion Paper 1996-42, Tilburg University, Center for Economic Research.
    15. Härdle, Wolfgang & Spokoiny, V. & Sperlich, S., 1995. "Semiparametric Single Index Versus Fixed Link Function Modelling," SFB 373 Discussion Papers 1995,21, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    16. Deaton,Angus & Muellbauer,John, 1980. "Economics and Consumer Behavior," Cambridge Books, Cambridge University Press, number 9780521296762, September.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Rodriguez Poo, Juan M. & Vieu, Philippe, 2000. "Semiparametric estimation of weak and strong separable models," DES - Working Papers. Statistics and Econometrics. WS 10064, Universidad Carlos III de Madrid. Departamento de Estadística.
    2. Sperlich, Stefan & Tjøstheim, Dag & Yang, Lijian, 2002. "Nonparametric Estimation And Testing Of Interaction In Additive Models," Econometric Theory, Cambridge University Press, vol. 18(2), pages 197-251, April.
    3. Gloria A. Grizzle & Ann D. Witte, 1984. "Evaluating Multidimensional Performance," Evaluation Review, , vol. 8(6), pages 777-800, December.
    4. Stefan Profit & Stefan Sperlich, 2004. "Non-uniformity of job-matching in a transition economy - A nonparametric analysis for the Czech Republic," Applied Economics, Taylor & Francis Journals, vol. 36(7), pages 695-714.
    5. V. Vandenberghe, 2018. "The Contribution of Educated Workers to Firms’ Efficiency Gains: The Key Role of Proximity to the ‘Local’ Frontier," De Economist, Springer, vol. 166(3), pages 259-283, September.
    6. Sauer, J., 2007. "Monotonicity and Curvature – A Bootstrapping Approach," Proceedings “Schriften der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V.”, German Association of Agricultural Economists (GEWISOLA), vol. 42, March.
    7. Carter, Michael R., 1986. "Peasant Productivity And Differentiation: A Microeconometric Analysis Of The Impact Of Small Farm Credit In Nicaragua," 1986 Annual Meeting, July 27-30, Reno, Nevada 278458, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    8. Andrea Mantovi, 2016. "Smooth preferences, symmetries and expansion vector fields," Journal of Economics, Springer, vol. 119(2), pages 147-169, October.
    9. Wunscher, Tobias & Engel, Stefanie & Wunder, Sven, 2011. "Practical Alternatives to Estimate Opportunity Costs of Forest Conservation," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 115774, European Association of Agricultural Economists.
    10. van Groenendaal, Willem J. H., 1995. "Assessing demand when introducing a new fuel : Natural gas on Java," Energy Economics, Elsevier, vol. 17(2), pages 147-161, April.
    11. T. A. Bhavani & Suresh Tendulkar, 2001. "Determinants of firm-level export performance: a case study of Indian textile garments and apparel industry," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 10(1), pages 65-92.
    12. Bruno De Borger & Kristiaan Kerstens & Diego Prior & Ignace Van de Woestyne, 2013. "Static efficiency decompositions and capacity utilization: integrating economic and technical capacity notions," Applied Economics, Taylor & Francis Journals, vol. 45(24), pages 3529-3529, August.
    13. Taining Wang & Jinjing Tian & Feng Yao, 2021. "Does high debt ratio influence Chinese firms’ performance? A semiparametric stochastic frontier approach with zero inefficiency," Empirical Economics, Springer, vol. 61(2), pages 587-636, August.
    14. Jean Pierre Huiban & Camilla Mastromarco & Antonio Musolesi & Michel Simioni, 2016. "The impact of pollution abatement investments on production technology: new insights from frontier analysis," SEEDS Working Papers 0716, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Jul 2016.
    15. Anusua Datta & Susan Christoffersen, 2005. "Production Costs, Scale Economies, and Technical Change in U.S. Textile and Apparel Industries," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 33(2), pages 201-213, June.
    16. Stéphane Blancard & Jean-Philippe Boussemart & Walter Briec & Kristiaan Kerstens, 2006. "Short- and Long-Run Credit Constraints in French Agriculture: A Directional Distance Function Framework Using Expenditure-Constrained Profit Functions," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 88(2), pages 351-364.
    17. Jean Paul CHAVAS & Thomas L. COX, 1996. "Abstract Of On Market Equilibrium Analysis," Staff Papers 393, University of Wisconsin Madison, AAE.
    18. Florian Pelgrin & Arnaud Sylvain & Eric Heyer, 2004. "Capital operating time and working time in the production function : an evaluation on a panel firms over the period 1989-2001," SciencePo Working papers Main hal-00972838, HAL.
    19. repec:kap:iaecre:v:14:y:2008:i:1:p:76-89 is not listed on IDEAS
    20. Mueller, Marc, 2004. "Where Has All The Water Gone? Estimation Of A Production Function For The Agricultural Sector In The Region Khorezm, Uzbekistan," 2004 Annual meeting, August 1-4, Denver, CO 20106, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    21. Emili GRIFELL‐TATJÉ & Kristiaan KERSTENS, 2008. "Incentive Regulation And The Role Of Convexity In Benchmarking Electricity Distribution: Economists Versus Engineers," Annals of Public and Cooperative Economics, Wiley Blackwell, vol. 79(2), pages 227-248, June.

    More about this item

    Keywords

    Bootstrap;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cte:wsrepe:10079. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Ana Poveda (email available below). General contact details of provider: http://portal.uc3m.es/portal/page/portal/dpto_estadistica .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.