On diagnostics in generalized partially linear single-index models

Danilo Silva, Universidade de São Paulo

Co-authors: Gilberto Paula, Universidade de São Paulo; Francimário de Lima, Petróleo Brasileiro S.A.

Abstract: In this paper some diagnostic procedures, such as residual analysis and sensitivity studies, are developed for generalized partially linear single-index models. A P-GAM type iterative process that includes the model matrix from single-index coefficients is derived and an application to real data set is presented.