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- W70902339 abstract "In varying-coefficient models the number of coefficients that have to be estimated is usually very high. Consequently local likelihood estimates which are based on an iterative procedure are rather time-consuming. In the present paper an alternative local estimation procedure is proposed. It is based on the weighted least squares estimate applied locally for fixed effect modifier but additionally observations in the neighbourhood are used in a weighted form. Asymptotic behaviour of the locally weighted least squares estimator is shown to be equivalent to the local likelihood estimate. The performance of the estimator is illustrated by a small simulation study and an application to ordinal regression." @default.
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- W70902339 date "1998-01-01" @default.
- W70902339 modified "2023-09-24" @default.
- W70902339 title "Locally Weighted Least Squares in Categorical Varying-Coefficient Models" @default.
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- W70902339 doi "https://doi.org/10.1007/978-3-642-47027-1_11" @default.
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