An Analysis of Transformations for Additive Nonparametric Regression
研究了一类带参数变换的非参数回归模型，其中一种变换能产生加性协变量效应，提出了基于积分法和工具变量的估计方法，并给出了渐近分布。
Abstract We consider a nonparametric regression model with a parametric family of dependent variable transformations, one of which induces additive covariate effects. We estimate the additive regression effects using the integration method and estimate the transformation parameter from a profiled instrumental variable and pseudolikelihood criterion. The asymptotic distributions of the parameter and regression estimates are given. The practical performance is investigated via an application.