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