In this paper, we introduce a family of robust estimates for the parametric and nonparametric components under a generalized partially linear model, where the data are modeled by yi|(xi, ti)∼F(⋅, μi) with μi=H(η(ti)+xiTβ), for some known distribution function F and link function H. It is shown that the estimates of β are root-n consistent and asymptotically normal. Through a Monte Carlo study, the performance of these estimators is compared with that of the classical ones.
"Robust estimates in generalized partially linear models." Ann. Statist. 34 (6) 2856 - 2878, December 2006. https://doi.org/10.1214/009053606000000858