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On two-step estimation for varying coefficient models

โœ Scribed by Lee, Young Kyung


Book ID
123311215
Publisher
Elsevier
Year
2013
Tongue
English
Weight
381 KB
Volume
42
Category
Article
ISSN
1226-3192

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โœ Zongwu Cai ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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