The single-index model with monotonic link function is investigated. Firstly, it is showed that the link function h(.) can be viewed by a graphic method. That is, the plot with the fitted response y on the horizonta...The single-index model with monotonic link function is investigated. Firstly, it is showed that the link function h(.) can be viewed by a graphic method. That is, the plot with the fitted response y on the horizontal axis and the observed y on the vertical axis can be used to visualize the link function. It is pointed out that this graphic approach is also applicable even when the link function is not monotonic. Note that many existing nonparametric smoothers can also be used to assess h(.). Therefore, the I-spline approximation of the link function via maximizing the covariance function with a penalty function is investigated in the present work. The consistency of the criterion is constructed. A small simulation is carried out to evidence the efficiency of the approach proposed in the paper.展开更多
基金Supported by the National Natural science Foundation of China(10701035)ChenGuang Project of Shang-hai Education Development Foundation(2007CG33)a Special Fund for Young Teachers in Shanghai Universities(79001320)
文摘The single-index model with monotonic link function is investigated. Firstly, it is showed that the link function h(.) can be viewed by a graphic method. That is, the plot with the fitted response y on the horizontal axis and the observed y on the vertical axis can be used to visualize the link function. It is pointed out that this graphic approach is also applicable even when the link function is not monotonic. Note that many existing nonparametric smoothers can also be used to assess h(.). Therefore, the I-spline approximation of the link function via maximizing the covariance function with a penalty function is investigated in the present work. The consistency of the criterion is constructed. A small simulation is carried out to evidence the efficiency of the approach proposed in the paper.