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Local Rank Inference for Varying Coefficient Models
By allowing the regression coefficients to change with certain covariates, the class of varying coefficient models offers a flexible approach to modeling nonlinearity and interactions between covariates. This paper proposes a novel estimation procedure for the varying coefficient models based on loc...
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| Main Authors: | , , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
2009
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC2908045/ https://ncbi.nlm.nih.gov/pubmed/20657760 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1198/jasa.2009.tm09055 |
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