Identifiability of single-index models and additive-index models

W. Lin, Karunarathna B. Kulasekera · Biometrika · 2007

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.

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