Härdle, W.K.; Mammen, E.; Müller, M.D. - Tilburg University, Center for Economic Research - 1996
We consider a generalized partially linear model E(Y|X,T) = G{X'b + m(T)} where G is a known function, b is an unknown parameter vector, and m is an unknown function.The paper introduces a test statistic which allows to decide between a parametric and a semiparametric model: (i) m is linear,...