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Generalized Additive Models

  • Wolfgang Härdle
  • Axel Werwatz
  • Marlene Müller
  • Stefan Sperlich
Part of the Springer Series in Statistics book series (SSS)

Abstract

In Chapter 8 we discussed additive models (AM) of the form
$$ E(Y|X) = c + \sum\limits_{\alpha = 1}^d {g_\alpha (x_\alpha )} . $$
(1)
Note that we put EY = c and E(g α (X α ) = 0 for identification.

Keywords

Generalize Additive Model Nonparametric Estimate Component Function City Size Female Labor Supply 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2004

Authors and Affiliations

  • Wolfgang Härdle
    • 1
  • Axel Werwatz
    • 2
  • Marlene Müller
    • 3
  • Stefan Sperlich
    • 4
  1. 1.CASE — Center for Applied Statistics and Economics Wirtschaftswissenschaftliche FakultätHumboldt-Universität zu BerlinBerlinGermany
  2. 2.DIW BerlinBerlinGermany
  3. 3.Fraunhofer ITWMKaiserslauternGermany
  4. 4.Departamento de EconomíaUniversidad Carlos III de MadridGetafe (Madrid)Spain

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