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Galindo, C. D.; Kauermann, Göran; Liang, H. and Carroll, R. J. (2000): Bootstrap Confidence Intervals For Local Likelihood, Local Estimating Equations And Varying Coefficient Models. Collaborative Research Center 386, Discussion Paper 205 [PDF, 328kB]


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.

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