6. Generalized Partial Linear Models

A **generalized linear model**
(GLM)
is a regression model of the form

In the following we describe how to use the
XploRe
`gplm`
quantlib for estimating generalized partial linear models.
The
`gplm`
quantlib is highly related to the
`glm`
quantlib for GLM in
XploRe
.
Names of routines and the functionality in both quantlibs correspond to each
other. It is recommended to start reading with the
GLM tutorial (Härdle, Klinke, and Müller; 2000, Chapter 7).
Parts of the features which are also available in GLM are not explained
in detail here.