A Local Estimating Approach in Multi-categorical Varying-coeecient Models
نویسنده
چکیده
Varying-coeecient models are an extension of generalized linear models. In this case the coeecients are allowed to vary smoothly with the value of other variables. We present a "local Fisher scoring backktting" algorithm based on a weighted local likelihood approach where the components are iteratively tted. An example will illustrate the usefulness of this approach.
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