Bootstrap Confidence Intervals For Local Likelihood, Local Estimating Equations And Varying Coefficient Models

Galindo, C. D.; Kauermann, Göran; Liang, H. und Carroll, R. J. (2000): Bootstrap Confidence Intervals For Local Likelihood, Local Estimating Equations And Varying Coefficient Models. Sonderforschungsbereich 386, Discussion Paper 205

Abstract

Four powerful generalizations of the usual local polynomial nonparametric regression methodology are (a) local polynomial methods in generalized linear models; (b) varying coefficient generalized linear models, where the possibly multivariate coefficients in a generalized linear model are estimated nonparametrically; (c) local likelihood methods; and (d) local estimating equations, which generalize nonparametric regression to the estimating equation context. We construct bootstrap confidence intervals for the nonparametrically estimated functions in all four contexts.

• Dokumententyp: Paper
• Fakultät: Mathematik, Informatik und Statistik > Statistik > Sonderforschungsbereich 386 ; Sonderforschungsbereiche > Sonderforschungsbereich 386
• Themengebiete: 500 Naturwissenschaften und Mathematik > 510 Mathematik
• Sprache: Englisch