Two-Step Likelihood Estimation Procedure
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Zongwu Cai
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Article
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2002
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Elsevier Science
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English
โ 179 KB
One of the advantages for the varying-coefficient model is to allow the coefficients to vary as smooth functions of other variables and the model can be estimated easily through a simple local quasi-likelihood method. This leads to a simple one-step estimation procedure. We show that such a one-step