A survey of smoothing techniques based on a backfitting algorithm in estimation of semiparametric additive models

This paper aims to present an overview of Semiparametric additive models. An estimation of the finite-parameters of semiparametric regression models that involve additive nonparametric components is explained, including their historical background. In addition, three different smoothing techniques are considered in order to show the working procedures of the estimators and to explore their statistical properties: smoothing splines, kernel smoothing and local linear regression. These methods are compared with respect to both their theoretical and practical behaviors. A simulation study and a real data example are carried out to reveal the performances of the three methods. Accordingly, the advantages and disadvantages of each method regarding semiparametric additive models are presented based on their comparative scores using determined evaluation metrics for loss of information. This article is categorized under: Statistical Learning and Exploratory Methods of the Data Sciences > Modeling Methods Statistical and Graphical Methods of Data Analysis > Multivariate AnalysisStatistical Models > Semiparametric Models