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Identifiability of single-index models and additive-index models

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  • Wei Lin
  • K. B. Kulasekera

Abstract

We provide a proof for the identifiability for both single-index models and partially linear single-index models assuming only the continuity of the regression function, a condition much weaker than the differentiability conditions assumed in the existing literature. Our discussion is then extended to the identifiability of the additive-index models. Copyright 2007, Oxford University Press.

Suggested Citation

  • Wei Lin & K. B. Kulasekera, 2007. "Identifiability of single-index models and additive-index models," Biometrika, Biometrika Trust, vol. 94(2), pages 496-501.
  • Handle: RePEc:oup:biomet:v:94:y:2007:i:2:p:496-501
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    File URL: http://hdl.handle.net/10.1093/biomet/asm029
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    Citations

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    Cited by:

    1. Ruixuan Liu, 2016. "A Single-index Cox Model Driven by Levy Subordinators," Emory Economics 1602, Department of Economics, Emory University (Atlanta).
    2. Ruixuan Liu, 2016. "A Competing Risks Model with Time-varying Heterogeneity and Simultaneous Failure," Emory Economics 1603, Department of Economics, Emory University (Atlanta).
    3. Jiang, Rong & Qian, Wei-Min & Zhou, Zhan-Gong, 2016. "Weighted composite quantile regression for single-index models," Journal of Multivariate Analysis, Elsevier, vol. 148(C), pages 34-48.
    4. Lian, Heng & Liang, Hua, 2016. "Separation of linear and index covariates in partially linear single-index models," Journal of Multivariate Analysis, Elsevier, vol. 143(C), pages 56-70.
    5. Rong Jiang & Wei-Min Qian & Zhan-Gong Zhou, 2016. "Single-index composite quantile regression with heteroscedasticity and general error distributions," Statistical Papers, Springer, vol. 57(1), pages 185-203, March.
    6. D. Wang & C. S. McMahan & C. M. Gallagher & K. B. Kulasekera, 2014. "Semiparametric group testing regression models," Biometrika, Biometrika Trust, vol. 101(3), pages 587-598.
    7. Jiang, Rong & Qian, Wei-Min, 2016. "Quantile regression for single-index-coefficient regression models," Statistics & Probability Letters, Elsevier, vol. 110(C), pages 305-317.
    8. Jiang, Rong & Zhou, Zhan-Gong & Qian, Wei-Min & Chen, Yong, 2013. "Two step composite quantile regression for single-index models," Computational Statistics & Data Analysis, Elsevier, vol. 64(C), pages 180-191.
    9. Lai, Peng & Li, Gaorong & Lian, Heng, 2013. "Semiparametric estimation of fixed effects panel data single-index model," Statistics & Probability Letters, Elsevier, vol. 83(6), pages 1595-1602.
    10. Lin, Wei & Kulasekera, K.B., 2010. "Testing the equality of linear single-index models," Journal of Multivariate Analysis, Elsevier, vol. 101(5), pages 1156-1167, May.
    11. Chaohua Dong & Jiti Gao & Dag Tjostheim, 2014. "Estimation for Single-index and Partially Linear Single-index Nonstationary Time Series Models," Monash Econometrics and Business Statistics Working Papers 7/14, Monash University, Department of Econometrics and Business Statistics.

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