We consider a nonparametric regression model with a parametric family of dependent variable transformations, one of which induces additive covariate effects. We estimate the additive regression effects using the integration method and estimate the transformation parameter from a profiled instrumental variable and pseudolikelihood criterion. The asymptotic distributions of the parameter and regression estimates are given. The practical performance is investigated via an application.
No takes yet. Share an insight, caveat, or question.
Linton et al. (1997) studied this question.
Synapse has enriched 5 closely related papers on similar clinical questions. Consider them for comparative context: