Seminars 2008 — Abstracts
Tuesday, October 21
Speaker:
Marlene Mueller,
Fraunhofer ITWM
Title:
Nonparametric Components in Discrete Choice Models (with an Application to Credit Scoring)
Abstract: The talk reviews semiparametric extensions to the generalized linearr egression model (GLM). Nonparametric components can be incorporated into the GLM in different ways. A wide class of models is given by using nonparametric function estimates within the argument of the link function. This class includes generalized additive and generalized partial linear models as well as the combination of these components. The aim of this talk is to introduce and to compare different estimation approaches that have been proposed for this class. This covers in particular backfitting and marginal integration techniques which may lead to different results if the data are not consistent with the underlying model. A focus is given to applicable and easily available techniques.
